-82.0%
IRE vs EFV
+26.9%
-108.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.7% | +10.9% | +13.5% |
| 7D | +58.9% | +1.0% | +57.9% | +52.0% |
| 30D | +17.2% | +0.2% | +17.0% | +17.5% |
| 3M | -58.6% | +9.6% | -68.2% | -71.0% |
| 6M | -23.5% | +14.0% | -37.5% | -49.4% |
| YTD | -47.4% | +18.5% | -65.9% | -66.9% |
| All | -82.0% | +26.9% | -108.9% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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