-1.4%
EXC vs IRE
-97.3%
+95.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | 0.0% |
| 7D | -1.7% | -15.5% | +13.8% | -1.6% |
| 30D | +9.3% | -70.4% | +79.7% | +8.0% |
| 3M | +1.0% | -81.6% | +82.7% | -0.5% |
| 6M | +5.9% | -94.7% | +100.6% | +4.1% |
| YTD | +7.6% | -91.8% | +99.4% | +6.4% |
| 1Y | +2.4% | -97.6% | +100.0% | +1.9% |
| All | -1.4% | -97.3% | +95.9% | -2.0% |
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