+21.3%
RF vs IRE
-98.0%
+119.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -33.9% | +31.8% | -2.1% |
| 7D | -1.6% | -57.1% | +55.5% | -1.5% |
| 30D | +5.0% | -84.4% | +89.5% | +5.5% |
| 3M | -10.0% | -85.0% | +75.0% | -9.7% |
| 6M | +3.3% | -95.2% | +98.6% | +4.2% |
| YTD | +7.9% | -93.9% | +101.9% | +6.8% |
| 1Y | +21.2% | -98.8% | +120.1% | +22.4% |
| All | +21.3% | -98.0% | +119.4% | +21.0% |
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