-97.1%
IRE vs FIVE
+56.1%
-153.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.4% | +40.0% | +40.0% |
| 7D | -27.2% | -0.3% | -26.9% | -27.1% |
| 30D | -75.1% | +17.7% | -92.8% | -80.1% |
| 3M | -77.9% | +4.0% | -81.8% | -79.5% |
| 6M | -94.6% | +2.6% | -97.2% | -94.8% |
| YTD | -91.5% | +27.6% | -119.1% | -94.8% |
| 1Y | -97.8% | +59.9% | -157.8% | -99.3% |
| All | -97.1% | +56.1% | -153.2% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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