+17.8%
EFA vs IRE
-82.8%
+100.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.2% | -10.8% | -0.9% |
| 7D | +1.2% | +58.9% | -57.7% | -0.3% |
| 30D | -0.7% | +17.2% | -17.9% | -1.6% |
| 3M | +6.4% | -58.6% | +65.0% | +7.4% |
| 6M | +11.4% | -23.5% | +34.8% | +9.2% |
| YTD | +14.0% | -47.4% | +61.4% | +11.9% |
| All | +17.8% | -82.8% | +100.7% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling