+16.9%
D vs IRE
-97.3%
+114.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.6% |
| 7D | +0.8% | -15.5% | +16.3% | +0.8% |
| 30D | +10.7% | -70.4% | +81.1% | +9.7% |
| 3M | +2.3% | -81.6% | +83.9% | +1.1% |
| 6M | +12.5% | -94.7% | +107.2% | +10.8% |
| YTD | +20.1% | -91.8% | +111.8% | +19.5% |
| 1Y | +15.6% | -97.6% | +113.1% | +15.1% |
| All | +16.9% | -97.3% | +114.2% | +16.4% |
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