+13.3%
EFA vs IRE
-98.1%
+111.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.8% | +15.2% | -0.1% |
| 7D | +1.2% | -41.9% | +43.1% | +2.3% |
| 30D | +0.9% | -75.1% | +76.0% | +4.2% |
| 3M | -3.4% | -82.4% | +79.0% | +0.3% |
| 6M | +2.0% | -95.5% | +97.5% | +8.4% |
| YTD | +10.4% | -93.1% | +103.4% | +13.8% |
| 1Y | +13.3% | -97.8% | +111.1% | +16.9% |
| All | +13.3% | -98.1% | +111.4% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling