+12.7%
XYZ vs IRE
-97.0%
+109.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -23.2% | +38.5% | +16.2% |
| 7D | +16.5% | -46.8% | +63.3% | +19.0% |
| 30D | +15.0% | -75.5% | +90.5% | +21.2% |
| 3M | +3.5% | -79.4% | +82.9% | +9.1% |
| 6M | +21.9% | -91.3% | +113.2% | +30.5% |
| YTD | +34.6% | -90.8% | +125.5% | +36.2% |
| 1Y | +20.7% | -97.7% | +118.5% | +35.7% |
| All | +12.7% | -97.0% | +109.7% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling