-7.4%
T vs IRE
-97.4%
+90.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.1% | -10.7% | +1.7% |
| 7D | +2.0% | -15.1% | +17.1% | +1.9% |
| 30D | -1.0% | -71.4% | +70.3% | -2.9% |
| 3M | -8.1% | -81.2% | +73.0% | -10.3% |
| 6M | -8.3% | -93.7% | +85.5% | -10.8% |
| YTD | -6.1% | -92.2% | +86.1% | -7.2% |
| 1Y | -7.4% | -97.3% | +89.9% | -9.5% |
| All | -7.4% | -97.4% | +90.1% | -9.5% |
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