+38.0%
Q vs IRE
-97.4%
+135.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.1% | -9.8% | +0.8% |
| 7D | +6.6% | -15.1% | +21.7% | +7.0% |
| 30D | +2.7% | -71.4% | +74.1% | +15.1% |
| 3M | -8.4% | -81.2% | +72.8% | +6.0% |
| 6M | -17.3% | -93.7% | +76.4% | +2.1% |
| YTD | +55.3% | -92.2% | +147.5% | +74.8% |
| All | +38.0% | -97.4% | +135.3% | +58.2% |
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