+37.5%
GEV vs IRE
-98.1%
+135.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.4% | +12.5% | -0.3% |
| 7D | +3.7% | -31.8% | +35.6% | +7.7% |
| 30D | -14.7% | -71.8% | +57.1% | -5.4% |
| 3M | -23.4% | -88.9% | +65.5% | -8.4% |
| 6M | -24.3% | -95.4% | +71.0% | -7.9% |
| YTD | +23.2% | -94.2% | +117.4% | +41.2% |
| 1Y | +44.2% | -97.1% | +141.3% | +64.1% |
| All | +37.5% | -98.1% | +135.7% | +57.3% |
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