-1.5%
EXC vs IRE
-97.2%
+95.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +39.6% | -41.5% | -1.2% |
| 7D | -1.2% | -27.2% | +26.0% | -1.3% |
| 30D | +10.0% | -75.1% | +85.1% | +8.4% |
| 3M | +1.6% | -77.9% | +79.5% | +0.4% |
| 6M | +3.3% | -94.6% | +97.8% | +1.6% |
| YTD | +7.6% | -91.5% | +99.1% | +6.4% |
| 1Y | +3.5% | -97.8% | +101.3% | +3.1% |
| All | -1.5% | -97.2% | +95.8% | -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