-1.7%
CI vs IRE
-97.3%
+95.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.6% |
| 7D | +0.1% | -15.5% | +15.7% | +0.2% |
| 30D | +4.7% | -70.4% | +75.1% | +3.7% |
| 3M | +5.2% | -81.6% | +86.8% | +4.0% |
| 6M | +3.8% | -94.7% | +98.5% | +2.8% |
| YTD | +9.2% | -91.8% | +101.0% | +6.8% |
| 1Y | +14.3% | -97.6% | +111.8% | +14.0% |
| All | -1.7% | -97.3% | +95.6% | -2.8% |
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