+20.1%
S vs IRE
-98.0%
+118.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -33.9% | +25.1% | -8.0% |
| 7D | -16.7% | -57.1% | +40.5% | -15.5% |
| 30D | -17.0% | -84.4% | +67.5% | -14.9% |
| 3M | +2.0% | -85.0% | +87.0% | +4.4% |
| 6M | +35.1% | -95.2% | +130.3% | +39.5% |
| YTD | +42.8% | -93.9% | +136.7% | +43.4% |
| 1Y | +27.7% | -98.8% | +126.6% | +34.1% |
| All | +20.1% | -98.0% | +118.2% | +22.7% |
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