-87.9%
SMR vs IRE
-98.1%
+10.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.4% | +11.1% | +0.3% |
| 7D | -8.3% | -31.8% | +23.6% | +0.3% |
| 30D | -20.1% | -71.8% | +51.7% | +2.4% |
| 3M | -52.7% | -88.9% | +36.2% | -25.9% |
| 6M | -61.0% | -95.4% | +34.3% | -32.9% |
| YTD | -67.1% | -94.2% | +27.1% | -54.8% |
| 1Y | -79.9% | -97.1% | +17.2% | -69.0% |
| All | -87.9% | -98.1% | +10.3% | -80.2% |
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