+5.1%
O vs IRE
-97.3%
+102.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.7% |
| 7D | +3.3% | -15.5% | +18.9% | +3.4% |
| 30D | +10.3% | -70.4% | +80.7% | +9.4% |
| 3M | -3.5% | -81.6% | +78.1% | -4.5% |
| 6M | -1.3% | -94.7% | +93.4% | -2.0% |
| YTD | +10.3% | -91.8% | +102.1% | +9.1% |
| 1Y | +10.4% | -97.6% | +108.0% | +9.8% |
| All | +5.1% | -97.3% | +102.4% | +4.3% |
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