-97.2%
IRE vs USFR
+4.3%
-101.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -15.5% | +0.1% | -15.6% | -12.1% |
| 30D | -70.4% | +0.4% | -70.8% | -61.7% |
| 3M | -81.6% | +1.1% | -82.7% | -61.4% |
| 6M | -94.7% | +2.0% | -96.7% | -75.8% |
| YTD | -91.8% | +3.4% | -95.2% | -45.5% |
| 1Y | -97.6% | +4.1% | -101.6% | -87.4% |
| All | -97.2% | +4.3% | -101.5% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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