-97.1%
IRE vs CAPR
+40.2%
-137.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +4.7% | +34.9% | +39.4% |
| 7D | -27.2% | +41.1% | -68.2% | -27.9% |
| 30D | -75.1% | +11.1% | -86.2% | -75.2% |
| 3M | -77.9% | +115.3% | -193.2% | -78.4% |
| 6M | -94.6% | -73.8% | -20.8% | -94.4% |
| YTD | -91.5% | -68.8% | -22.7% | -91.4% |
| 1Y | -97.8% | +43.3% | -141.1% | -98.0% |
| All | -97.1% | +40.2% | -137.3% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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