+34.9%
COMP vs IRE
-97.2%
+132.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +39.6% | -28.8% | +8.3% |
| 7D | +13.4% | -27.2% | +40.6% | +14.0% |
| 30D | +11.1% | -75.1% | +86.2% | +17.8% |
| 3M | -18.8% | -77.9% | +59.0% | -14.2% |
| 6M | +10.5% | -94.6% | +105.1% | +23.9% |
| YTD | -3.4% | -91.5% | +88.1% | -0.8% |
| 1Y | +19.7% | -97.8% | +117.5% | +34.2% |
| All | +34.9% | -97.2% | +132.1% | +46.2% |
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