-20.1%
PATH vs IRE
-98.0%
+77.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -33.9% | +30.2% | -3.1% |
| 7D | -5.6% | -57.1% | +51.6% | -4.5% |
| 30D | -0.7% | -84.4% | +83.7% | +1.8% |
| 3M | -5.9% | -85.0% | +79.1% | -3.9% |
| 6M | +21.6% | -95.2% | +116.8% | +26.4% |
| YTD | -20.6% | -93.9% | +73.3% | -25.6% |
| 1Y | -10.6% | -98.8% | +88.2% | +0.1% |
| All | -20.1% | -98.0% | +77.9% | -17.8% |
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