+35.7%
SIRI vs IRE
-82.8%
+118.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.2% | -10.9% | -0.7% |
| 7D | +4.3% | +58.9% | -54.6% | +4.2% |
| 30D | -2.8% | +17.2% | -20.0% | -2.9% |
| 3M | +5.9% | -58.6% | +64.5% | +7.2% |
| 6M | +31.9% | -23.5% | +55.4% | +34.3% |
| YTD | +48.7% | -47.4% | +96.1% | +48.3% |
| All | +35.7% | -82.8% | +118.5% | +36.6% |
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 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