+23.3%
RF vs IRE
-98.1%
+121.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.4% | +15.6% | +1.2% |
| 7D | +1.9% | -31.8% | +33.8% | +2.0% |
| 30D | +7.3% | -71.8% | +79.1% | +7.5% |
| 3M | -7.9% | -88.9% | +81.0% | -7.5% |
| 6M | +10.5% | -95.4% | +105.9% | +11.4% |
| YTD | +9.6% | -94.2% | +103.9% | +8.5% |
| 1Y | +20.3% | -97.1% | +117.4% | +19.6% |
| All | +23.3% | -98.1% | +121.4% | +22.9% |
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