+40.8%
ALL vs IRE
-98.1%
+138.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.4% | +14.7% | -0.4% |
| 7D | +5.0% | -31.8% | +36.9% | +3.3% |
| 30D | +13.3% | -71.8% | +85.1% | +8.6% |
| 3M | +3.2% | -88.9% | +92.1% | -4.3% |
| 6M | +25.3% | -95.4% | +120.7% | +15.9% |
| YTD | +30.5% | -94.2% | +124.7% | +24.7% |
| 1Y | +29.2% | -97.1% | +126.3% | +22.1% |
| All | +40.8% | -98.1% | +138.9% | +32.3% |
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