-97.2%
IRE vs M
+43.8%
-141.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.1% | -10.6% | -5.8% |
| 7D | -15.5% | +2.5% | -18.1% | -16.3% |
| 30D | -70.4% | +10.1% | -80.5% | -72.2% |
| 3M | -81.6% | -0.9% | -80.7% | -81.5% |
| 6M | -94.7% | +30.2% | -124.9% | -95.6% |
| YTD | -91.8% | +16.3% | -108.0% | -93.2% |
| 1Y | -97.6% | +27.0% | -124.5% | -98.3% |
| All | -97.2% | +43.8% | -141.0% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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