+4.4%
F vs IRE
-98.0%
+102.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -33.9% | +32.8% | -0.1% |
| 7D | +1.4% | -57.1% | +58.5% | +3.5% |
| 30D | +2.0% | -84.4% | +86.5% | +7.4% |
| 3M | -10.4% | -85.0% | +74.6% | -6.2% |
| 6M | +9.7% | -95.2% | +105.0% | +18.7% |
| YTD | -1.2% | -93.9% | +92.8% | +1.5% |
| 1Y | 0.0% | -98.8% | +98.9% | +13.2% |
| All | +4.4% | -98.0% | +102.4% | +12.1% |
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