+13.7%
GOOG vs IRE
-97.7%
+111.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.8% | +15.4% | +0.2% |
| 7D | +2.4% | -41.9% | +44.3% | +3.8% |
| 30D | -18.1% | -75.1% | +57.0% | -14.9% |
| 3M | -19.9% | -82.4% | +62.5% | -16.3% |
| 6M | -28.2% | -95.5% | +67.4% | -22.5% |
| YTD | -9.0% | -93.1% | +84.0% | -7.6% |
| 1Y | -1.7% | -97.8% | +96.1% | +4.2% |
| All | +13.7% | -97.7% | +111.4% | +18.8% |
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