-50.2%
BLDR vs IRE
-82.8%
+32.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.2% | -15.1% | -5.2% |
| 7D | -0.3% | +58.9% | -59.2% | -2.1% |
| 30D | -16.2% | +17.2% | -33.4% | -17.1% |
| 3M | -14.4% | -58.6% | +44.2% | -12.7% |
| 6M | -32.8% | -23.5% | -9.3% | -34.0% |
| YTD | -39.2% | -47.4% | +8.3% | -40.9% |
| All | -50.2% | -82.8% | +32.6% | -50.5% |
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