+34.5%
FIX vs IRE
-98.1%
+132.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.4% | +13.0% | +1.0% |
| 7D | +9.4% | -31.8% | +41.3% | +15.9% |
| 30D | -27.8% | -71.8% | +44.0% | -14.7% |
| 3M | -35.6% | -88.9% | +53.4% | -14.6% |
| 6M | -45.2% | -95.4% | +50.1% | -24.9% |
| YTD | +19.5% | -94.2% | +113.7% | +38.0% |
| 1Y | +24.2% | -97.1% | +121.3% | +56.8% |
| All | +34.5% | -98.1% | +132.6% | +78.5% |
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