-97.6%
IRE vs MTB
+25.1%
-122.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.0% | -14.9% | -15.5% |
| 7D | -41.9% | -0.7% | -41.2% | -41.4% |
| 30D | -75.1% | +1.4% | -76.5% | -75.1% |
| 3M | -82.4% | -11.6% | -70.8% | -81.5% |
| 6M | -95.5% | +5.4% | -100.9% | -96.0% |
| YTD | -93.1% | +11.7% | -104.8% | -94.6% |
| 1Y | -97.8% | +20.5% | -118.3% | -98.3% |
| All | -97.6% | +25.1% | -122.7% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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