+52.5%
EAT vs IRE
-97.3%
+149.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | -3.9% | -15.5% | +11.6% | -4.0% |
| 30D | +5.0% | -70.4% | +75.4% | +7.7% |
| 3M | -9.6% | -81.6% | +72.0% | -6.4% |
| 6M | +46.8% | -94.7% | +141.5% | +54.6% |
| YTD | +41.8% | -91.8% | +133.6% | +45.3% |
| 1Y | +98.3% | -97.6% | +195.9% | +99.7% |
| All | +52.5% | -97.3% | +149.8% | +54.6% |
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