-97.6%
IRE vs SM
+43.1%
-140.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.4% | -17.3% | -15.2% |
| 7D | -41.9% | -19.5% | -22.4% | -49.7% |
| 30D | -75.1% | -20.2% | -54.9% | -78.3% |
| 3M | -82.4% | -6.5% | -75.9% | -82.6% |
| 6M | -95.5% | +1.6% | -97.1% | -94.9% |
| YTD | -93.1% | +61.2% | -154.3% | -89.4% |
| 1Y | -97.8% | +65.4% | -163.1% | -96.4% |
| All | -97.6% | +43.1% | -140.7% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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