-97.3%
IRE vs MKTX
-0.7%
-96.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +12.0% | +12.0% |
| 7D | -15.1% | +0.3% | -15.4% | -15.3% |
| 30D | -71.4% | +0.9% | -72.3% | -71.6% |
| 3M | -81.2% | +2.7% | -83.8% | -81.6% |
| 6M | -93.7% | +15.6% | -109.3% | -95.5% |
| YTD | -92.2% | -7.0% | -85.2% | -95.4% |
| 1Y | -97.3% | -1.2% | -96.0% | -98.4% |
| All | -97.3% | -0.7% | -96.7% | -98.5% |
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