+96.7%
PSX vs IRE
-97.2%
+194.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +39.6% | -40.1% | -0.3% |
| 7D | -13.1% | -27.2% | +14.1% | -13.2% |
| 30D | -9.5% | -75.1% | +65.6% | -10.4% |
| 3M | +20.2% | -77.9% | +98.1% | +19.1% |
| 6M | +44.9% | -94.6% | +139.5% | +42.8% |
| YTD | +94.4% | -91.5% | +185.9% | +89.7% |
| 1Y | +83.1% | -97.8% | +180.9% | +78.1% |
| All | +96.7% | -97.2% | +194.0% | +92.4% |
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