-84.5%
IRE vs MKTX
-2.4%
-82.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.7% |
| 7D | +7.9% | -0.2% | +8.1% | +8.1% |
| 30D | +9.3% | +0.8% | +8.4% | +8.5% |
| 3M | -52.3% | +41.1% | -93.5% | -57.0% |
| 6M | -38.5% | -9.5% | -28.9% | -62.2% |
| YTD | -54.8% | -8.7% | -46.2% | -72.8% |
| All | -84.5% | -2.4% | -82.1% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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