-0.3%
SO vs IRE
-97.7%
+97.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.8% | +15.9% | -0.2% |
| 7D | -0.1% | -41.9% | +41.8% | -0.7% |
| 30D | +8.7% | -75.1% | +83.8% | +6.9% |
| 3M | +3.4% | -82.4% | +85.8% | +1.5% |
| 6M | +3.7% | -95.5% | +99.2% | +1.3% |
| YTD | +10.0% | -93.1% | +103.1% | +8.9% |
| 1Y | +6.6% | -97.8% | +104.4% | +4.3% |
| All | -0.3% | -97.7% | +97.5% | -2.0% |
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