+31.9%
S vs IRE
-97.3%
+129.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.5% | +10.5% | +8.1% |
| 7D | +1.6% | -15.5% | +17.1% | +1.5% |
| 30D | -10.5% | -70.4% | +59.9% | -9.3% |
| 3M | +9.9% | -81.6% | +91.5% | +11.6% |
| 6M | +41.8% | -94.7% | +136.5% | +45.8% |
| YTD | +56.8% | -91.8% | +148.6% | +56.1% |
| 1Y | +39.0% | -97.6% | +136.6% | +42.5% |
| All | +31.9% | -97.3% | +129.2% | +33.6% |
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