+31.7%
EBAY vs IRE
-97.7%
+129.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.8% | +17.9% | +2.2% |
| 7D | +4.1% | -41.9% | +46.0% | +4.4% |
| 30D | +10.1% | -75.1% | +85.2% | +11.1% |
| 3M | +15.0% | -82.4% | +97.4% | +16.2% |
| 6M | +15.4% | -95.5% | +110.9% | +18.8% |
| YTD | +43.1% | -93.1% | +136.2% | +42.4% |
| 1Y | +46.9% | -97.8% | +144.6% | +49.4% |
| All | +31.7% | -97.7% | +129.4% | +33.0% |
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