-53.8%
TE vs IRE
-97.7%
+43.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -15.8% | +6.2% | -5.3% |
| 7D | -26.9% | -41.9% | +15.0% | -18.1% |
| 30D | -38.9% | -75.1% | +36.1% | -17.1% |
| 3M | -61.0% | -82.4% | +21.4% | -44.6% |
| 6M | -66.4% | -95.5% | +29.1% | -38.6% |
| YTD | -69.0% | -93.1% | +24.0% | -54.0% |
| 1Y | -54.0% | -97.8% | +43.8% | -24.3% |
| All | -53.8% | -97.7% | +43.9% | -25.7% |
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