-11.8%
T vs IRE
-97.7%
+86.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.8% | +16.5% | +0.3% |
| 7D | +2.6% | -41.9% | +44.5% | +1.8% |
| 30D | -1.1% | -75.1% | +74.0% | -3.1% |
| 3M | -7.7% | -82.4% | +74.6% | -9.9% |
| 6M | -10.6% | -95.5% | +84.9% | -13.3% |
| YTD | -7.5% | -93.1% | +85.6% | -8.9% |
| 1Y | -7.4% | -97.8% | +90.4% | -8.9% |
| All | -11.8% | -97.7% | +86.0% | -13.1% |
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