-50.7%
SE vs IRE
-98.3%
+47.7%
-52.3%
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% | -1.8% |
| 7D | +2.0% | -27.2% | +29.2% | +2.6% |
| 30D | -20.0% | -75.1% | +55.1% | -15.7% |
| 3M | -31.8% | -77.9% | +46.1% | -28.3% |
| 6M | -15.9% | -94.6% | +78.7% | -6.9% |
| YTD | -40.6% | -91.5% | +50.9% | -40.2% |
| 1Y | -50.7% | -97.8% | +47.1% | -46.3% |
| All | -50.7% | -98.3% | +47.7% | -46.3% |
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