-13.0%
T vs IRE
-97.2%
+84.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +39.6% | -40.5% | 0.0% |
| 7D | +1.0% | -27.2% | +28.2% | +0.8% |
| 30D | -10.6% | -75.1% | +64.5% | -12.4% |
| 3M | -7.7% | -77.9% | +70.1% | -9.4% |
| 6M | -13.3% | -94.6% | +81.3% | -15.6% |
| YTD | -8.8% | -91.5% | +82.8% | -9.9% |
| 1Y | -8.4% | -97.8% | +89.4% | -9.5% |
| All | -13.0% | -97.2% | +84.2% | -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