-86.8%
SMR vs IRE
-97.2%
+10.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +39.6% | -23.3% | +6.2% |
| 7D | -9.6% | -27.2% | +17.6% | -5.4% |
| 30D | -33.8% | -75.1% | +41.4% | -12.3% |
| 3M | -46.4% | -77.9% | +31.5% | -29.5% |
| 6M | -62.4% | -94.6% | +32.2% | -38.2% |
| YTD | -64.1% | -91.5% | +27.4% | -54.9% |
| 1Y | -84.3% | -97.8% | +13.5% | -74.1% |
| All | -86.8% | -97.2% | +10.5% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling