+49.6%
JNJ vs IRE
-97.7%
+147.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.8% | +15.3% | -0.8% |
| 7D | +5.5% | -41.9% | +47.4% | +4.5% |
| 30D | +7.4% | -75.1% | +82.5% | +4.9% |
| 3M | +7.8% | -82.4% | +90.2% | +4.9% |
| 6M | +28.2% | -95.5% | +123.8% | +24.5% |
| YTD | +37.9% | -93.1% | +130.9% | +36.6% |
| 1Y | +52.4% | -97.8% | +150.2% | +47.7% |
| All | +49.6% | -97.7% | +147.4% | +46.0% |
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