-17.2%
META vs IRE
-98.0%
+80.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -33.9% | +30.0% | -3.1% |
| 7D | -3.1% | -57.1% | +54.0% | -1.4% |
| 30D | -18.1% | -84.4% | +66.3% | -15.1% |
| 3M | +2.9% | -85.0% | +87.8% | +6.3% |
| 6M | +0.2% | -95.2% | +95.4% | +6.3% |
| YTD | -8.1% | -93.9% | +85.8% | -5.8% |
| 1Y | -4.5% | -98.8% | +94.3% | +1.2% |
| All | -17.2% | -98.0% | +80.8% | -14.1% |
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