-17.2%
EFX vs IRE
-97.7%
+80.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.8% | -0.6% |
| 7D | +0.3% | -41.9% | +42.2% | -0.9% |
| 30D | +29.1% | -75.1% | +104.2% | +25.4% |
| 3M | +4.3% | -82.4% | +86.7% | +0.9% |
| 6M | +7.7% | -95.5% | +103.3% | +4.2% |
| YTD | -12.5% | -93.1% | +80.6% | -15.0% |
| 1Y | -8.8% | -97.8% | +89.0% | -11.3% |
| All | -17.2% | -97.7% | +80.5% | -19.7% |
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