-56.2%
Z vs IRE
-97.0%
+40.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -23.2% | +32.7% | +9.4% |
| 7D | +10.2% | -46.8% | +57.0% | +10.3% |
| 30D | +23.7% | -75.5% | +99.2% | +24.8% |
| 3M | -6.6% | -79.4% | +72.9% | -5.7% |
| 6M | -23.0% | -91.3% | +68.3% | -21.7% |
| YTD | -50.3% | -90.8% | +40.5% | -51.0% |
| 1Y | -53.6% | -97.7% | +44.1% | -52.7% |
| All | -56.2% | -97.0% | +40.8% | -55.9% |
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