-97.6%
IRE vs USFR
+4.3%
-102.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | 0.0% | -15.9% | -13.2% |
| 7D | -41.9% | +0.1% | -42.0% | -38.3% |
| 30D | -75.1% | +0.4% | -75.5% | -66.8% |
| 3M | -82.4% | +1.1% | -83.4% | -63.4% |
| 6M | -95.5% | +2.1% | -97.6% | -79.0% |
| YTD | -93.1% | +3.4% | -96.5% | -52.7% |
| 1Y | -97.8% | +4.1% | -101.9% | -88.1% |
| All | -97.6% | +4.3% | -102.0% | -88.0% |
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