-74.7%
SMR vs IRE
-84.4%
+9.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -4.0% |
| 7D | +4.4% | +54.8% | -50.4% | -7.1% |
| 30D | +3.4% | +18.4% | -15.0% | -3.6% |
| 3M | -19.2% | -66.7% | +47.6% | -4.9% |
| 6M | -22.6% | -52.3% | +29.7% | -25.4% |
| YTD | -31.5% | -52.3% | +20.8% | -39.6% |
| All | -74.7% | -84.4% | +9.7% | -73.6% |
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 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