-25.2%
IT vs IRE
-97.5%
+72.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.1% | -10.0% | +2.8% |
| 7D | -6.8% | -15.1% | +8.3% | -6.9% |
| 30D | -0.6% | -71.4% | +70.8% | -4.2% |
| 3M | +3.1% | -81.2% | +84.2% | -1.6% |
| 6M | +25.5% | -93.7% | +119.2% | +20.6% |
| YTD | -23.5% | -92.2% | +68.7% | -25.8% |
| 1Y | -16.6% | -97.3% | +80.6% | -16.5% |
| All | -25.2% | -97.5% | +72.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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