+71.5%
TER vs IRE
-97.7%
+169.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.8% | +15.6% | +2.6% |
| 7D | -8.9% | -41.9% | +33.0% | -1.8% |
| 30D | -39.1% | -75.1% | +36.0% | -25.4% |
| 3M | -32.8% | -82.4% | +49.6% | -14.5% |
| 6M | -31.7% | -95.5% | +63.8% | -1.7% |
| YTD | +26.9% | -93.1% | +120.0% | +61.4% |
| 1Y | +33.6% | -97.8% | +131.4% | +82.6% |
| All | +71.5% | -97.7% | +169.3% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling