+3.5%
W vs IRE
-97.4%
+100.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.1% | -10.4% | +0.9% |
| 7D | -7.4% | -15.1% | +7.7% | -7.1% |
| 30D | +7.8% | -71.4% | +79.2% | +15.3% |
| 3M | +10.9% | -81.2% | +92.0% | +20.8% |
| 6M | +86.4% | -93.7% | +180.2% | +112.8% |
| YTD | +14.0% | -92.2% | +106.2% | +23.4% |
| 1Y | +3.5% | -97.3% | +100.8% | +16.4% |
| All | +3.5% | -97.4% | +100.9% | +16.4% |
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