-49.1%
TE vs IRE
-97.8%
+48.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.3% |
| 7D | -10.5% | -15.5% | +5.0% | -9.6% |
| 30D | -32.4% | -70.4% | +37.9% | -10.9% |
| 3M | -60.9% | -81.6% | +20.8% | -43.7% |
| 6M | -62.8% | -94.7% | +31.9% | -32.0% |
| YTD | -65.7% | -91.8% | +26.0% | -53.0% |
| All | -49.1% | -97.8% | +48.7% | -9.1% |
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