+12.0%
MSCI vs IRE
-98.3%
+110.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +39.6% | -41.9% | -1.9% |
| 7D | +2.8% | -27.2% | +30.0% | +2.8% |
| 30D | +15.4% | -75.1% | +90.5% | +15.0% |
| 3M | +13.4% | -77.9% | +91.3% | +13.0% |
| 6M | +10.9% | -94.6% | +105.5% | +11.3% |
| YTD | +13.0% | -91.5% | +104.5% | +12.4% |
| 1Y | +12.0% | -97.8% | +109.9% | +11.9% |
| All | +12.0% | -98.3% | +110.4% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling