-2.2%
SPOT vs IRE
-97.8%
+95.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | +2.5% | -15.5% | +18.1% | +2.6% |
| 30D | +15.1% | -70.4% | +85.5% | +15.0% |
| 3M | +24.8% | -81.6% | +106.4% | +24.7% |
| 6M | +45.8% | -94.7% | +140.5% | +48.3% |
| YTD | +4.9% | -91.8% | +96.6% | +2.9% |
| All | -2.2% | -97.8% | +95.6% | -3.1% |
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