+7.0%
IR vs IRE
-98.1%
+105.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | 0.0% |
| 7D | +2.5% | -31.8% | +34.4% | +3.3% |
| 30D | +9.2% | -71.8% | +80.9% | +11.4% |
| 3M | +0.9% | -88.9% | +89.9% | +4.8% |
| 6M | +19.2% | -95.4% | +114.6% | +25.1% |
| YTD | +7.5% | -94.2% | +101.7% | +8.7% |
| 1Y | +11.7% | -97.1% | +108.8% | +13.8% |
| All | +7.0% | -98.1% | +105.2% | +9.7% |
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