+12.2%
P vs IRE
-97.7%
+110.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.8% | +15.0% | +0.9% |
| 7D | -13.3% | -41.9% | +28.6% | -9.1% |
| 30D | -34.0% | -75.1% | +41.1% | -25.7% |
| 3M | +4.1% | -82.4% | +86.5% | +18.9% |
| 6M | +30.5% | -95.5% | +126.0% | +58.1% |
| YTD | +52.2% | -93.1% | +145.2% | +70.1% |
| 1Y | +10.3% | -97.8% | +108.1% | +31.5% |
| All | +12.2% | -97.7% | +110.0% | +30.7% |
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 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