-2.4%
BLK vs IRE
-85.1%
+82.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -3.3% | -4.5% | +1.2% | -3.2% |
| 30D | -6.5% | -7.8% | +1.3% | -6.6% |
| 3M | +6.7% | -60.0% | +66.7% | +8.6% |
| 6M | +14.7% | -48.3% | +63.0% | +13.0% |
| YTD | +2.5% | -54.5% | +57.0% | -0.1% |
| All | -2.4% | -85.1% | +82.7% | -4.1% |
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