+26.7%
Q vs IRE
-87.8%
+114.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +0.1% |
| 7D | +0.2% | +54.8% | -54.5% | -5.0% |
| 30D | -11.1% | +18.4% | -29.5% | -14.0% |
| 3M | -22.1% | -66.7% | +44.6% | -17.0% |
| 6M | +0.5% | -52.3% | +52.8% | -2.0% |
| YTD | +47.8% | -52.3% | +100.1% | +39.8% |
| All | +26.7% | -87.8% | +114.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling