-97.2%
IRE vs COO
-14.4%
-82.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -0.5% |
| 7D | -15.5% | +4.3% | -19.8% | -11.4% |
| 30D | -70.4% | +17.6% | -88.0% | -66.5% |
| 3M | -81.6% | -13.9% | -67.7% | -83.6% |
| 6M | -94.7% | +6.6% | -101.2% | -94.6% |
| YTD | -91.8% | -22.0% | -69.8% | -91.7% |
| 1Y | -97.6% | -8.8% | -88.8% | -97.2% |
| All | -97.2% | -14.4% | -82.8% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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