+28.1%
XYZ vs IRE
-98.1%
+126.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -15.8% | +12.5% | -2.8% |
| 7D | +12.6% | -41.9% | +54.5% | +13.9% |
| 30D | +10.8% | -75.1% | +85.9% | +15.4% |
| 3M | +8.4% | -82.4% | +90.7% | +13.7% |
| 6M | +14.3% | -95.5% | +109.9% | +25.2% |
| YTD | +31.5% | -93.1% | +124.5% | +34.5% |
| 1Y | +28.1% | -97.8% | +125.9% | +39.4% |
| All | +28.1% | -98.1% | +126.3% | +39.4% |
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