+26.9%
XYZ vs IRE
-45.0%
+71.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.3% |
| 7D | -1.0% | +54.8% | -55.8% | -2.9% |
| 30D | -1.7% | +18.4% | -20.1% | -3.0% |
| 3M | +16.7% | -66.7% | +83.5% | +22.6% |
| 6M | +26.9% | -52.3% | +79.2% | +25.7% |
| All | +26.9% | -45.0% | +71.9% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling