-12.3%
T vs IRE
-97.3%
+85.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.7% |
| 7D | +1.7% | -15.5% | +17.2% | +1.7% |
| 30D | -1.7% | -70.4% | +68.7% | -3.4% |
| 3M | -7.3% | -81.6% | +74.3% | -9.3% |
| 6M | -11.2% | -94.7% | +83.5% | -13.6% |
| YTD | -8.1% | -91.8% | +83.7% | -9.2% |
| 1Y | -8.0% | -97.6% | +89.5% | -9.2% |
| All | -12.3% | -97.3% | +85.0% | -13.4% |
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