+15.3%
GOOGL vs IRE
-97.3%
+112.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | +3.3% | -15.5% | +18.8% | +3.2% |
| 30D | -18.1% | -70.4% | +52.3% | -15.4% |
| 3M | -18.6% | -81.6% | +63.0% | -15.2% |
| 6M | -28.0% | -94.7% | +66.7% | -22.8% |
| YTD | -7.8% | -91.8% | +84.0% | -6.9% |
| 1Y | +3.6% | -97.6% | +101.2% | +9.6% |
| All | +15.3% | -97.3% | +112.7% | +19.9% |
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