+23.1%
MSCI vs IRE
-98.0%
+121.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -33.9% | +31.2% | -3.0% |
| 7D | +6.0% | -57.1% | +63.2% | +5.4% |
| 30D | +18.2% | -84.4% | +102.6% | +17.0% |
| 3M | +15.1% | -85.0% | +100.1% | +14.0% |
| 6M | +13.7% | -95.2% | +109.0% | +13.0% |
| YTD | +15.6% | -93.9% | +109.5% | +15.1% |
| 1Y | +16.3% | -98.8% | +115.2% | +14.1% |
| All | +23.1% | -98.0% | +121.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling