-83.2%
IRE vs MKTX
-2.3%
-80.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | +29.0% | +0.3% | +28.8% | +28.8% |
| 30D | +24.2% | +1.0% | +23.3% | +23.2% |
| 3M | -53.2% | +40.8% | -94.0% | -58.0% |
| 6M | -36.0% | -10.9% | -25.2% | -61.2% |
| YTD | -51.0% | -8.6% | -42.4% | -70.5% |
| All | -83.2% | -2.3% | -80.9% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling