+23.9%
MSCI vs IRE
-98.1%
+122.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.4% | +15.7% | +1.2% |
| 7D | +3.0% | -31.8% | +34.8% | +2.7% |
| 30D | +17.8% | -71.8% | +89.5% | +17.0% |
| 3M | +15.2% | -88.9% | +104.1% | +14.0% |
| 6M | +16.5% | -95.4% | +111.8% | +15.8% |
| YTD | +16.4% | -94.2% | +110.6% | +15.9% |
| 1Y | +16.8% | -97.1% | +113.9% | +16.1% |
| All | +23.9% | -98.1% | +122.1% | +22.9% |
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