-2.7%
SPOT vs IRE
-98.1%
+95.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.8% | +15.3% | -0.6% |
| 7D | +1.0% | -41.9% | +42.9% | +0.8% |
| 30D | +14.6% | -75.1% | +89.6% | +14.4% |
| 3M | +18.4% | -82.4% | +100.8% | +18.0% |
| 6M | +45.1% | -95.5% | +140.6% | +47.4% |
| YTD | +4.4% | -93.1% | +97.4% | +2.3% |
| 1Y | -2.7% | -97.8% | +95.1% | -3.7% |
| All | -2.7% | -98.1% | +95.5% | -3.7% |
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