+15.8%
Q vs IRE
-98.5%
+114.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -33.9% | +26.6% | -3.2% |
| 7D | -10.3% | -57.1% | +46.9% | -2.2% |
| 30D | -17.7% | -84.4% | +66.8% | -0.3% |
| 3M | -18.8% | -85.0% | +66.1% | -3.0% |
| 6M | -24.8% | -95.2% | +70.5% | -4.3% |
| YTD | +35.0% | -93.9% | +129.0% | +57.7% |
| 1Y | +10.7% | -98.8% | +109.5% | +38.9% |
| All | +15.8% | -98.5% | +114.2% | +42.3% |
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