+33.2%
SOLS vs IRE
-98.1%
+131.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.4% | +13.8% | +0.2% |
| 7D | +14.0% | -31.8% | +45.8% | +16.1% |
| 30D | +10.0% | -71.8% | +81.7% | +15.1% |
| 3M | +5.8% | -88.9% | +94.7% | +14.2% |
| 6M | -25.2% | -95.4% | +70.2% | -17.9% |
| YTD | +36.5% | -94.2% | +130.8% | +42.7% |
| 1Y | +45.0% | -97.1% | +142.1% | +54.9% |
| All | +33.2% | -98.1% | +131.3% | +44.2% |
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