-2.8%
PL vs IRE
-97.2%
+94.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +39.6% | -29.2% | +3.2% |
| 7D | -6.8% | -27.2% | +20.3% | -3.9% |
| 30D | -29.3% | -75.1% | +45.8% | -14.1% |
| 3M | -44.8% | -77.9% | +33.1% | -33.5% |
| 6M | -68.4% | -94.6% | +26.2% | -54.9% |
| YTD | -36.4% | -91.5% | +55.2% | -23.1% |
| 1Y | +0.7% | -97.8% | +98.6% | +42.5% |
| All | -2.8% | -97.2% | +94.5% | +28.4% |
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