-0.1%
EXC vs IRE
-98.1%
+98.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.4% | +15.7% | +1.1% |
| 7D | +1.4% | -31.8% | +33.2% | +0.7% |
| 30D | +8.6% | -71.8% | +80.3% | +7.0% |
| 3M | +2.4% | -88.9% | +91.3% | 0.0% |
| 6M | +6.5% | -95.4% | +101.8% | +4.2% |
| YTD | +9.0% | -94.2% | +103.3% | +7.2% |
| 1Y | +4.6% | -97.1% | +101.7% | +3.3% |
| All | -0.1% | -98.1% | +98.0% | -1.3% |
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