+39.2%
S vs IRE
-97.6%
+136.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.2% | +24.9% | +2.0% |
| 7D | -8.2% | -46.8% | +38.6% | -7.5% |
| 30D | -7.6% | -75.5% | +67.9% | -6.4% |
| 3M | +12.0% | -79.4% | +91.4% | +13.4% |
| 6M | +50.6% | -91.3% | +141.9% | +53.1% |
| YTD | +56.6% | -90.8% | +147.4% | +56.6% |
| 1Y | +39.2% | -97.7% | +137.0% | +39.0% |
| All | +39.2% | -97.6% | +136.8% | +39.0% |
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