+20.0%
ETR vs IRE
-97.5%
+117.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.1% | -11.9% | +0.2% |
| 7D | +0.1% | -15.1% | +15.2% | +0.1% |
| 30D | +7.7% | -71.4% | +79.1% | +8.3% |
| 3M | +5.7% | -81.2% | +86.9% | +6.5% |
| 6M | -0.3% | -93.7% | +93.5% | +0.6% |
| YTD | +23.4% | -92.2% | +115.6% | +22.6% |
| 1Y | +18.5% | -97.3% | +115.7% | +19.6% |
| All | +20.0% | -97.5% | +117.4% | +20.8% |
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