+26.4%
ON vs IRE
-97.7%
+124.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.8% | +16.5% | +2.3% |
| 7D | -4.1% | -41.9% | +37.8% | -0.2% |
| 30D | -10.2% | -75.1% | +64.9% | +0.1% |
| 3M | -12.7% | -82.4% | +69.6% | -1.1% |
| 6M | -32.5% | -95.5% | +63.0% | -18.1% |
| YTD | +28.6% | -93.1% | +121.6% | +42.9% |
| 1Y | +43.4% | -97.8% | +141.2% | +67.7% |
| All | +26.4% | -97.7% | +124.1% | +45.4% |
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