+149.6%
TER vs IRE
-84.4%
+234.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.0% | -8.5% | +3.1% |
| 7D | +0.6% | +54.8% | -54.2% | -6.9% |
| 30D | -8.3% | +18.4% | -26.7% | -12.4% |
| 3M | -12.2% | -66.7% | +54.5% | -3.9% |
| 6M | +17.1% | -52.3% | +69.4% | +15.5% |
| YTD | +84.7% | -52.3% | +137.0% | +76.5% |
| All | +149.6% | -84.4% | +234.0% | +150.7% |
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