-97.3%
IRE vs COO
-15.7%
-81.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.0% | +13.1% | +11.3% |
| 7D | -15.1% | -2.3% | -12.8% | -16.7% |
| 30D | -71.4% | +13.3% | -84.6% | -68.3% |
| 3M | -81.2% | -18.1% | -63.1% | -84.0% |
| 6M | -93.7% | +6.7% | -100.4% | -93.8% |
| YTD | -92.2% | -23.2% | -69.0% | -92.2% |
| 1Y | -97.3% | -12.3% | -85.0% | -97.0% |
| All | -97.3% | -15.7% | -81.6% | -97.3% |
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