-8.9%
TEAM vs IRE
-97.2%
+88.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +39.6% | -55.7% | -15.4% |
| 7D | -19.8% | -27.2% | +7.3% | -19.4% |
| 30D | -21.5% | -75.1% | +53.6% | -22.3% |
| 3M | +39.5% | -77.9% | +117.4% | +38.0% |
| 6M | +73.1% | -94.6% | +167.6% | +70.0% |
| YTD | -5.2% | -91.5% | +86.3% | -5.4% |
| 1Y | -1.6% | -97.8% | +96.3% | +1.6% |
| All | -8.9% | -97.2% | +88.3% | -7.5% |
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 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