+40.4%
FIX vs IRE
-97.5%
+137.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.1% | -7.1% | +3.0% |
| 7D | +6.4% | -15.1% | +21.6% | +7.3% |
| 30D | -29.1% | -71.4% | +42.3% | -16.9% |
| 3M | -31.1% | -81.2% | +50.0% | -16.0% |
| 6M | -42.8% | -93.7% | +50.9% | -25.2% |
| YTD | +24.6% | -92.2% | +116.9% | +37.4% |
| 1Y | +21.9% | -97.3% | +119.2% | +58.4% |
| All | +40.4% | -97.5% | +137.8% | +77.7% |
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