-9.6%
TEAM vs IRE
-97.5%
+87.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.1% | -9.5% | +2.8% |
| 7D | -19.7% | -15.1% | -4.6% | -19.3% |
| 30D | -26.6% | -71.4% | +44.7% | -27.2% |
| 3M | -1.1% | -81.2% | +80.1% | -2.3% |
| 6M | +74.6% | -93.7% | +168.3% | +71.9% |
| YTD | -6.0% | -92.2% | +86.2% | -6.3% |
| 1Y | -3.2% | -97.3% | +94.0% | -1.4% |
| All | -9.6% | -97.5% | +87.8% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling