+42.1%
U vs IRE
-97.6%
+139.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -14.4% | +19.6% | +6.1% |
| 7D | +2.6% | -31.8% | +34.4% | +4.7% |
| 30D | +27.6% | -71.8% | +99.3% | +35.7% |
| 3M | +15.3% | -88.9% | +104.2% | +29.5% |
| 6M | +96.4% | -95.4% | +191.7% | +124.7% |
| YTD | +19.6% | -94.2% | +113.8% | +28.3% |
| 1Y | +42.1% | -97.1% | +139.2% | +58.5% |
| All | +42.1% | -97.6% | +139.7% | +58.5% |
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 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