+24.5%
MAR vs IRE
-84.0%
+108.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +0.8% |
| 7D | -0.5% | +29.0% | -29.5% | -0.6% |
| 30D | -4.7% | +24.2% | -28.9% | -4.7% |
| 3M | -15.6% | -53.2% | +37.6% | -15.0% |
| 6M | +1.2% | -36.0% | +37.3% | +1.8% |
| YTD | +7.5% | -51.0% | +58.5% | +7.8% |
| All | +24.5% | -84.0% | +108.5% | +26.5% |
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