-11.6%
SPOT vs IRE
-97.3%
+85.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.7% |
| 3M | +24.8% | -81.6% | +106.4% | +24.3% |
| 6M | +45.8% | -94.7% | +140.5% | +47.0% |
| YTD | +4.9% | -91.8% | +96.6% | +4.1% |
| 1Y | -1.3% | -97.6% | +96.3% | -4.7% |
| All | -11.6% | -97.3% | +85.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling