+31.6%
Q vs IRE
-97.9%
+129.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.4% | +7.2% |
| 7D | +8.4% | -15.5% | +23.9% | +8.5% |
| 30D | -1.2% | -70.4% | +69.2% | +10.3% |
| 3M | -9.3% | -81.6% | +72.3% | +5.1% |
| 6M | -15.0% | -94.7% | +79.7% | +6.1% |
| YTD | +53.5% | -91.8% | +145.2% | +71.4% |
| 1Y | +35.9% | -97.6% | +133.4% | +59.3% |
| All | +31.6% | -97.9% | +129.5% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling