+11.4%
EFA vs IRE
-97.2%
+108.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.4% | -1.9% |
| 7D | -1.4% | -27.2% | +25.7% | -1.1% |
| 30D | -1.2% | -75.1% | +74.0% | +1.9% |
| 3M | -5.1% | -77.9% | +72.8% | -2.3% |
| 6M | -1.2% | -94.6% | +93.3% | +4.0% |
| YTD | +7.8% | -91.5% | +99.3% | +10.4% |
| 1Y | +12.2% | -97.8% | +110.0% | +15.8% |
| All | +11.4% | -97.2% | +108.6% | +14.6% |
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