+61.6%
ADI vs IRE
-97.7%
+159.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.8% | +15.5% | +0.6% |
| 7D | -6.3% | -41.9% | +35.6% | -4.0% |
| 30D | -3.2% | -75.1% | +71.9% | +3.0% |
| 3M | +2.8% | -82.4% | +85.1% | +10.4% |
| 6M | -5.0% | -95.5% | +90.5% | +5.3% |
| YTD | +46.3% | -93.1% | +139.4% | +55.5% |
| 1Y | +71.6% | -97.8% | +169.4% | +87.3% |
| All | +61.6% | -97.7% | +159.4% | +74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling