+60.5%
ROKU vs IRE
-96.4%
+157.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +39.6% | -39.5% | -1.4% |
| 7D | +3.5% | -27.2% | +30.7% | +4.0% |
| 30D | +5.1% | -75.1% | +80.2% | +9.7% |
| 3M | +7.0% | -77.9% | +84.8% | +11.2% |
| 6M | +25.4% | -94.6% | +120.0% | +37.5% |
| YTD | +48.0% | -91.5% | +139.5% | +56.2% |
| All | +60.5% | -96.4% | +157.0% | +66.1% |
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