+24.5%
S vs IRE
-98.1%
+122.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.4% | +14.0% | 0.0% |
| 7D | +2.0% | -31.8% | +33.8% | +2.9% |
| 30D | -2.7% | -71.8% | +69.0% | -0.9% |
| 3M | -6.9% | -88.9% | +82.0% | -4.5% |
| 6M | +38.1% | -95.4% | +133.4% | +42.7% |
| YTD | +48.0% | -94.2% | +142.2% | +48.6% |
| 1Y | +34.5% | -97.1% | +131.6% | +36.3% |
| All | +24.5% | -98.1% | +122.6% | +27.1% |
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