+16.7%
EL vs IRE
-97.7%
+114.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.8% | +16.1% | +0.9% |
| 7D | +7.6% | -41.9% | +49.5% | +9.3% |
| 30D | +15.7% | -75.1% | +90.8% | +21.1% |
| 3M | +30.5% | -82.4% | +112.9% | +37.9% |
| 6M | +32.5% | -95.5% | +128.1% | +45.8% |
| YTD | +9.4% | -93.1% | +102.5% | +14.2% |
| 1Y | +28.4% | -97.8% | +126.1% | +34.6% |
| All | +16.7% | -97.7% | +114.5% | +21.9% |
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 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