-85.8%
SMR vs IRE
-97.3%
+11.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.6% | +7.7% |
| 7D | +1.7% | -15.5% | +17.2% | +2.8% |
| 30D | -24.4% | -70.4% | +45.9% | -4.1% |
| 3M | -44.6% | -81.6% | +37.0% | -23.6% |
| 6M | -56.7% | -94.7% | +38.0% | -28.0% |
| YTD | -61.6% | -91.8% | +30.1% | -51.4% |
| 1Y | -82.1% | -97.6% | +15.5% | -71.2% |
| All | -85.8% | -97.3% | +11.5% | -78.8% |
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