-85.6%
SMR vs IRE
-97.6%
+12.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.2% | +18.8% | +1.4% |
| 7D | -9.5% | -46.8% | +37.3% | +3.3% |
| 30D | -33.2% | -75.5% | +42.3% | -9.0% |
| 3M | -45.9% | -79.4% | +33.5% | -26.0% |
| 6M | -57.9% | -91.3% | +33.4% | -37.8% |
| YTD | -63.8% | -90.8% | +27.0% | -55.4% |
| 1Y | -85.6% | -97.7% | +12.1% | -75.9% |
| All | -85.6% | -97.6% | +12.0% | -75.9% |
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 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