+50.7%
SIRI vs IRE
-97.8%
+148.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.5% | +11.9% | -1.7% |
| 7D | -3.7% | +11.1% | -14.8% | -3.5% |
| 30D | +20.4% | -75.2% | +95.6% | +20.0% |
| 3M | +12.5% | -86.4% | +98.9% | +11.9% |
| 6M | +23.4% | -94.8% | +118.3% | +24.1% |
| YTD | +65.2% | -93.3% | +158.4% | +64.0% |
| 1Y | +52.4% | -97.5% | +149.9% | +52.8% |
| All | +50.7% | -97.8% | +148.5% | +51.1% |
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