+38.1%
W vs IRE
-97.2%
+135.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +39.6% | -41.0% | -3.9% |
| 7D | -3.6% | -27.2% | +23.6% | -2.9% |
| 30D | +7.0% | -75.1% | +82.1% | +14.6% |
| 3M | +7.4% | -77.9% | +85.2% | +14.6% |
| 6M | +69.3% | -94.6% | +163.9% | +91.6% |
| YTD | +11.3% | -91.5% | +102.8% | +20.9% |
| 1Y | +13.2% | -97.8% | +111.0% | +24.9% |
| All | +38.1% | -97.2% | +135.3% | +52.3% |
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