-26.0%
APP vs IRE
-98.1%
+72.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -14.4% | +18.3% | +5.1% |
| 7D | +4.6% | -31.8% | +36.4% | +7.6% |
| 30D | +56.0% | -71.8% | +127.8% | +69.4% |
| 3M | +30.8% | -88.9% | +119.7% | +53.0% |
| 6M | -9.8% | -95.4% | +85.6% | +9.6% |
| YTD | -39.3% | -94.2% | +54.9% | -32.7% |
| 1Y | -26.4% | -97.1% | +70.7% | -15.5% |
| All | -26.0% | -98.1% | +72.1% | -13.5% |
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