-98.0%
IRE vs EFV
+24.4%
-122.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.4% | -14.7% | -15.7% |
| 7D | -31.8% | +2.5% | -34.4% | -38.2% |
| 30D | -71.8% | +2.9% | -74.7% | -76.1% |
| 3M | -88.9% | -1.4% | -87.5% | -88.6% |
| 6M | -95.4% | +5.5% | -100.9% | -96.2% |
| YTD | -94.2% | +16.1% | -110.3% | -96.2% |
| 1Y | -97.1% | +20.3% | -117.4% | -98.0% |
| All | -98.0% | +24.4% | -122.4% | -98.7% |
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