-70.9%
SMR vs IRE
-82.8%
+12.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +10.2% | +5.0% | +12.7% |
| 7D | +21.4% | +58.9% | -37.5% | +7.7% |
| 30D | +13.8% | +17.2% | -3.3% | +7.0% |
| 3M | +3.9% | -58.6% | +62.5% | +16.5% |
| 6M | -4.2% | -23.5% | +19.3% | -17.6% |
| YTD | -21.1% | -47.4% | +26.3% | -32.0% |
| All | -70.9% | -82.8% | +12.0% | -70.3% |
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