+28.6%
B vs IRE
-97.7%
+126.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -15.8% | +9.7% | -5.0% |
| 7D | +7.1% | -41.9% | +49.0% | +9.9% |
| 30D | -3.3% | -75.1% | +71.7% | +4.7% |
| 3M | -2.5% | -82.4% | +79.9% | +7.2% |
| 6M | -7.2% | -95.5% | +88.3% | +8.6% |
| YTD | -7.4% | -93.1% | +85.7% | +0.3% |
| 1Y | +16.4% | -97.8% | +114.2% | +30.8% |
| All | +28.6% | -97.7% | +126.4% | +43.6% |
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