-97.6%
IRE vs FIVE
+64.7%
-162.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.1% | -15.7% | -15.7% |
| 7D | -41.9% | +7.3% | -49.2% | -46.5% |
| 30D | -75.1% | +18.1% | -93.1% | -79.9% |
| 3M | -82.4% | +7.7% | -90.1% | -84.4% |
| 6M | -95.5% | +13.6% | -109.1% | -96.3% |
| YTD | -93.1% | +34.6% | -127.6% | -96.0% |
| 1Y | -97.8% | +66.2% | -164.0% | -99.3% |
| All | -97.6% | +64.7% | -162.3% | -99.2% |
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