-23.0%
Z vs IRE
-90.1%
+67.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -23.2% | +32.7% | +8.5% |
| 7D | +10.2% | -46.8% | +57.0% | +8.5% |
| 30D | +23.7% | -75.5% | +99.2% | +20.8% |
| 3M | -6.6% | -79.4% | +72.9% | -8.7% |
| 6M | -23.0% | -91.3% | +68.3% | -24.8% |
| All | -23.0% | -90.1% | +67.1% | -24.8% |
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