-0.6%
SO vs IRE
-98.0%
+97.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -33.9% | +34.2% | -0.4% |
| 7D | +0.4% | -57.1% | +57.5% | -0.8% |
| 30D | +9.2% | -84.4% | +93.7% | +6.6% |
| 3M | +1.1% | -85.0% | +86.0% | -1.1% |
| 6M | -1.1% | -95.2% | +94.2% | -3.5% |
| YTD | +9.7% | -93.9% | +103.6% | +8.2% |
| 1Y | +5.5% | -98.8% | +104.3% | +2.0% |
| All | -0.6% | -98.0% | +97.4% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling