+35.8%
XYZ vs IRE
-97.6%
+133.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -14.4% | +17.2% | +3.3% |
| 7D | -1.1% | -31.8% | +30.8% | +0.1% |
| 30D | +11.5% | -71.8% | +83.3% | +15.1% |
| 3M | +1.8% | -88.9% | +90.7% | +8.3% |
| 6M | +21.2% | -95.4% | +116.6% | +31.3% |
| YTD | +29.9% | -94.2% | +124.2% | +34.9% |
| 1Y | +35.8% | -97.1% | +132.9% | +42.5% |
| All | +35.8% | -97.6% | +133.3% | +42.5% |
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 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