+23.1%
Q vs IRE
-97.8%
+120.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +39.6% | -33.3% | +1.4% |
| 7D | +0.3% | -27.2% | +27.5% | +2.0% |
| 30D | -9.8% | -75.1% | +65.3% | +2.6% |
| 3M | -12.2% | -77.9% | +65.6% | -0.5% |
| 6M | -21.6% | -94.6% | +73.0% | -2.6% |
| YTD | +43.6% | -91.5% | +135.1% | +59.9% |
| 1Y | +25.7% | -97.8% | +123.5% | +48.1% |
| All | +23.1% | -97.8% | +120.9% | +44.3% |
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