-13.1%
SRE vs IRE
-98.1%
+85.0%
-21.7%
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% | -0.4% |
| 7D | -8.2% | -41.9% | +33.7% | -8.0% |
| 30D | -3.6% | -75.1% | +71.4% | -3.3% |
| 3M | -6.3% | -82.4% | +76.1% | -5.9% |
| 6M | -13.0% | -95.5% | +82.5% | -12.4% |
| YTD | -9.2% | -93.1% | +83.8% | -9.6% |
| 1Y | -13.1% | -97.8% | +84.7% | -13.0% |
| All | -13.1% | -98.1% | +85.0% | -13.0% |
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