-31.1%
SE vs IRE
-82.8%
+51.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.2% | -9.1% | +0.6% |
| 7D | +0.6% | +58.9% | -58.3% | -1.8% |
| 30D | -0.1% | +17.2% | -17.3% | -1.4% |
| 3M | +34.1% | -58.6% | +92.7% | +37.7% |
| 6M | +23.2% | -23.5% | +46.7% | +18.7% |
| YTD | -11.2% | -47.4% | +36.3% | -16.2% |
| All | -31.1% | -82.8% | +51.7% | -32.4% |
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