-26.8%
IT vs IRE
-97.7%
+70.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.8% | +14.7% | -1.9% |
| 7D | -7.5% | -41.9% | +34.4% | -9.2% |
| 30D | -1.2% | -75.1% | +73.9% | -5.4% |
| 3M | -2.2% | -82.4% | +80.2% | -7.0% |
| 6M | +19.1% | -95.5% | +114.6% | +13.6% |
| YTD | -25.1% | -93.1% | +67.9% | -27.8% |
| 1Y | -17.4% | -97.8% | +80.4% | -17.3% |
| All | -26.8% | -97.7% | +70.9% | -27.7% |
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