-24.0%
IP vs IRE
-97.2%
+73.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +39.6% | -38.7% | +0.4% |
| 7D | -5.1% | -27.2% | +22.1% | -5.0% |
| 30D | +8.5% | -75.1% | +83.6% | +9.9% |
| 3M | -13.8% | -77.9% | +64.0% | -12.8% |
| 6M | +5.7% | -94.6% | +100.3% | +8.5% |
| YTD | -9.1% | -91.5% | +82.4% | -8.6% |
| 1Y | -0.8% | -97.8% | +97.0% | -0.8% |
| All | -24.0% | -97.2% | +73.2% | -23.7% |
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