+16.5%
EFA vs IRE
-84.0%
+100.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -0.9% |
| 7D | -0.5% | +29.0% | -29.5% | -1.3% |
| 30D | -1.3% | +24.2% | -25.6% | -2.3% |
| 3M | +5.2% | -53.2% | +58.4% | +5.8% |
| 6M | +9.4% | -36.0% | +45.4% | +7.7% |
| YTD | +12.7% | -51.0% | +63.7% | +10.9% |
| All | +16.5% | -84.0% | +100.5% | +15.0% |
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