-52.6%
SE vs IRE
-97.3%
+44.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.1% |
| 7D | +3.3% | -15.5% | +18.8% | +3.2% |
| 30D | -18.2% | -70.4% | +52.2% | -14.4% |
| 3M | -31.3% | -81.6% | +50.3% | -27.0% |
| 6M | -10.1% | -94.7% | +84.6% | -0.4% |
| YTD | -38.9% | -91.8% | +52.9% | -37.9% |
| 1Y | -48.0% | -97.6% | +49.6% | -43.7% |
| All | -52.6% | -97.3% | +44.7% | -49.9% |
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