+22.6%
B vs IRE
-97.8%
+120.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -13.5% | +10.4% | -2.2% |
| 7D | -6.2% | +11.1% | -17.3% | -7.4% |
| 30D | -6.6% | -75.2% | +68.5% | +1.1% |
| 3M | -7.9% | -86.4% | +78.5% | +3.3% |
| 6M | -16.8% | -94.8% | +78.0% | -3.6% |
| YTD | -11.7% | -93.3% | +81.6% | -4.2% |
| 1Y | +3.5% | -97.5% | +101.0% | +15.9% |
| All | +22.6% | -97.8% | +120.4% | +37.0% |
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