+14.8%
MSCI vs IRE
-97.4%
+112.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.1% | -11.4% | +0.8% |
| 7D | -1.9% | -15.1% | +13.2% | -1.8% |
| 30D | +16.5% | -71.4% | +87.8% | +16.1% |
| 3M | +18.2% | -81.2% | +99.4% | +17.7% |
| 6M | +14.0% | -93.7% | +107.7% | +14.2% |
| YTD | +16.6% | -92.2% | +108.8% | +15.8% |
| 1Y | +14.8% | -97.3% | +112.1% | +14.7% |
| All | +14.8% | -97.4% | +112.3% | +14.7% |
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