+10.1%
HON vs IRE
-98.1%
+108.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.4% | +14.2% | +0.1% |
| 7D | +1.4% | -31.8% | +33.3% | +2.0% |
| 30D | +7.5% | -71.8% | +79.2% | +8.8% |
| 3M | -4.3% | -88.9% | +84.6% | -2.1% |
| 6M | -1.5% | -95.4% | +93.8% | +1.1% |
| YTD | +10.5% | -94.2% | +104.8% | +12.7% |
| 1Y | +8.5% | -97.1% | +105.6% | +10.7% |
| All | +10.1% | -98.1% | +108.2% | +12.5% |
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