-80.9%
SMR vs IRE
-97.8%
+16.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +7.7% |
| 7D | +1.7% | -15.5% | +17.2% | +2.8% |
| 30D | -24.4% | -70.4% | +45.9% | -3.9% |
| 3M | -44.6% | -81.6% | +37.0% | -23.4% |
| 6M | -56.7% | -94.7% | +38.0% | -27.5% |
| YTD | -61.6% | -91.8% | +30.1% | -51.9% |
| All | -80.9% | -97.8% | +16.9% | -69.5% |
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