+8.1%
XYZ vs IRE
-98.0%
+106.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -33.9% | +29.8% | -2.7% |
| 7D | +9.2% | -57.1% | +66.4% | +12.2% |
| 30D | +9.8% | -84.4% | +94.2% | +17.6% |
| 3M | -0.2% | -85.0% | +84.8% | +6.2% |
| 6M | +18.0% | -95.2% | +113.2% | +29.7% |
| YTD | +29.1% | -93.9% | +123.1% | +32.4% |
| 1Y | +14.1% | -98.8% | +112.9% | +34.5% |
| All | +8.1% | -98.0% | +106.1% | +17.7% |
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