+165.6%
BE vs IRE
-82.8%
+248.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.2% | -0.6% | +6.8% |
| 7D | +29.8% | +58.9% | -29.1% | +14.2% |
| 30D | +26.4% | +17.2% | +9.2% | +18.4% |
| 3M | +9.3% | -58.6% | +67.9% | +22.6% |
| 6M | +105.1% | -23.5% | +128.5% | +65.4% |
| YTD | +219.0% | -47.4% | +266.5% | +164.8% |
| All | +165.6% | -82.8% | +248.4% | +168.9% |
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