-24.1%
SPOT vs IRE
-84.0%
+59.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -1.0% |
| 7D | -6.5% | +29.0% | -35.5% | -6.7% |
| 30D | +2.2% | +24.2% | -22.0% | +1.9% |
| 3M | +5.4% | -53.2% | +58.6% | +6.3% |
| 6M | -4.0% | -36.0% | +32.0% | -4.9% |
| YTD | -9.9% | -51.0% | +41.1% | -10.4% |
| All | -24.1% | -84.0% | +59.9% | -25.7% |
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 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