+19.3%
TPR vs IRE
-97.6%
+116.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -23.2% | +26.8% | +3.8% |
| 7D | +12.6% | -46.8% | +59.5% | +13.4% |
| 30D | +7.1% | -75.5% | +82.7% | +9.1% |
| 3M | -19.4% | -79.4% | +60.1% | -18.0% |
| 6M | -9.7% | -91.3% | +81.5% | -7.6% |
| YTD | -1.0% | -90.8% | +89.8% | -4.2% |
| 1Y | +19.3% | -97.7% | +117.0% | +28.9% |
| All | +19.3% | -97.6% | +116.9% | +28.9% |
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