+37.7%
EW vs IRE
-97.3%
+135.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.5% |
| 7D | +12.3% | -15.5% | +27.8% | +12.2% |
| 30D | +22.9% | -70.4% | +93.3% | +23.0% |
| 3M | +16.7% | -81.6% | +98.3% | +16.9% |
| 6M | +31.0% | -94.7% | +125.6% | +31.4% |
| YTD | +22.8% | -91.8% | +114.6% | +23.4% |
| 1Y | +25.6% | -97.6% | +123.1% | +23.7% |
| All | +37.7% | -97.3% | +135.0% | +36.7% |
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