+41.9%
U vs IRE
-97.2%
+139.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +39.6% | -34.1% | +2.3% |
| 7D | +36.6% | -27.2% | +63.8% | +37.4% |
| 30D | +13.3% | -75.1% | +88.4% | +24.6% |
| 3M | +26.2% | -77.9% | +104.0% | +37.5% |
| 6M | +88.7% | -94.6% | +183.3% | +123.0% |
| YTD | +16.6% | -91.5% | +108.1% | +18.4% |
| 1Y | +29.0% | -97.8% | +126.8% | +66.8% |
| All | +41.9% | -97.2% | +139.1% | +65.6% |
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