-2.7%
UL vs IRE
-97.2%
+94.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +39.6% | -42.1% | -1.7% |
| 7D | +1.1% | -27.2% | +28.3% | +1.0% |
| 30D | +8.2% | -75.1% | +83.4% | +6.8% |
| 3M | +4.5% | -77.9% | +82.4% | +3.3% |
| 6M | +12.6% | -94.6% | +107.1% | +11.1% |
| YTD | +3.5% | -91.5% | +95.1% | +2.4% |
| 1Y | -0.4% | -97.8% | +97.4% | +0.8% |
| All | -2.7% | -97.2% | +94.5% | -2.6% |
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