+22.6%
V vs IRE
-97.3%
+119.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | -0.8% | -15.5% | +14.7% | -0.8% |
| 30D | +9.5% | -70.4% | +79.9% | +7.6% |
| 3M | +16.7% | -81.6% | +98.3% | +14.0% |
| 6M | +32.9% | -94.7% | +127.6% | +28.9% |
| YTD | +21.1% | -91.8% | +112.8% | +18.2% |
| 1Y | +26.6% | -97.6% | +124.2% | +23.7% |
| All | +22.6% | -97.3% | +119.9% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling