+6.5%
P vs IRE
-97.2%
+103.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +39.6% | -36.0% | -0.9% |
| 7D | -23.8% | -27.2% | +3.4% | -22.1% |
| 30D | -36.6% | -75.1% | +38.5% | -29.0% |
| 3M | +10.9% | -77.9% | +88.7% | +23.4% |
| 6M | +30.0% | -94.6% | +124.6% | +54.1% |
| YTD | +44.4% | -91.5% | +135.9% | +58.1% |
| 1Y | +3.9% | -97.8% | +101.8% | +24.1% |
| All | +6.5% | -97.2% | +103.7% | +21.5% |
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