+20.9%
RF vs IRE
-97.2%
+118.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -39.9% | -0.4% |
| 7D | -0.9% | -27.2% | +26.3% | -0.9% |
| 30D | +6.0% | -75.1% | +81.2% | +6.4% |
| 3M | -8.9% | -77.9% | +69.0% | -8.7% |
| 6M | +2.3% | -94.6% | +96.9% | +3.3% |
| YTD | +7.6% | -91.5% | +99.1% | +6.4% |
| 1Y | +21.2% | -97.8% | +119.0% | +21.7% |
| All | +20.9% | -97.2% | +118.2% | +20.5% |
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