-49.9%
BLDR vs IRE
-97.7%
+47.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -15.8% | +11.2% | -4.3% |
| 7D | -1.1% | -41.9% | +40.8% | -0.3% |
| 30D | +19.1% | -75.1% | +94.1% | +22.5% |
| 3M | -12.6% | -82.4% | +69.8% | -9.4% |
| 6M | -18.7% | -95.5% | +76.8% | -12.9% |
| YTD | -38.8% | -93.1% | +54.2% | -37.5% |
| 1Y | -41.2% | -97.8% | +56.6% | -37.7% |
| All | -49.9% | -97.7% | +47.8% | -47.6% |
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