+59.9%
SIRI vs IRE
-97.6%
+157.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -23.2% | +31.7% | +8.3% |
| 7D | +22.3% | -46.8% | +69.1% | +22.0% |
| 30D | +26.9% | -75.5% | +102.5% | +26.7% |
| 3M | +9.6% | -79.4% | +89.0% | +9.4% |
| 6M | +27.2% | -91.3% | +118.4% | +28.5% |
| YTD | +72.4% | -90.8% | +163.2% | +70.3% |
| 1Y | +59.9% | -97.7% | +157.6% | +66.4% |
| All | +59.9% | -97.6% | +157.5% | +66.4% |
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