+35.4%
GOOGL vs IRE
-82.8%
+118.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.2% | -10.3% | -0.4% |
| 7D | +1.1% | +58.9% | -57.8% | -0.5% |
| 30D | -4.4% | +17.2% | -21.6% | -5.3% |
| 3M | -6.8% | -58.6% | +51.8% | -5.1% |
| 6M | +13.6% | -23.5% | +37.0% | +10.5% |
| YTD | +8.3% | -47.4% | +55.7% | +3.9% |
| All | +35.4% | -82.8% | +118.3% | +33.8% |
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