+56.8%
ROKU vs IRE
-84.0%
+140.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.2% |
| 7D | -3.0% | +29.0% | -32.1% | -4.3% |
| 30D | +0.7% | +24.2% | -23.5% | -1.0% |
| 3M | +26.5% | -53.2% | +79.6% | +29.4% |
| 6M | +52.6% | -36.0% | +88.7% | +50.0% |
| YTD | +40.9% | -51.0% | +91.9% | +38.0% |
| All | +56.8% | -84.0% | +140.8% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling