-0.4%
SO vs IRE
-97.3%
+97.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | -1.1% | -15.5% | +14.4% | -1.0% |
| 30D | +8.6% | -70.4% | +79.0% | +7.2% |
| 3M | +1.8% | -81.6% | +83.4% | +0.1% |
| 6M | +3.6% | -94.7% | +98.3% | +1.5% |
| YTD | +9.9% | -91.8% | +101.7% | +9.2% |
| 1Y | +5.7% | -97.6% | +103.3% | +3.6% |
| All | -0.4% | -97.3% | +97.0% | -1.8% |
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