+13.9%
EFA vs IRE
-98.1%
+112.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.5% | +0.5% |
| 7D | +2.2% | -31.8% | +34.1% | +3.2% |
| 30D | +1.4% | -71.8% | +73.1% | +4.1% |
| 3M | -4.2% | -88.9% | +84.7% | +0.6% |
| 6M | +1.9% | -95.4% | +97.3% | +7.7% |
| YTD | +10.2% | -94.2% | +104.4% | +13.9% |
| 1Y | +12.8% | -97.1% | +109.9% | +16.9% |
| All | +13.9% | -98.1% | +112.0% | +18.2% |
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