-12.2%
T vs IRE
-98.0%
+85.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -33.9% | +33.9% | -0.8% |
| 7D | +4.3% | -57.1% | +61.4% | +2.8% |
| 30D | -9.7% | -84.4% | +74.8% | -12.4% |
| 3M | -4.3% | -85.0% | +80.6% | -6.9% |
| 6M | -13.7% | -95.2% | +81.6% | -16.3% |
| YTD | -8.0% | -93.9% | +86.0% | -9.8% |
| 1Y | -6.9% | -98.8% | +91.9% | -8.9% |
| All | -12.2% | -98.0% | +85.8% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling