+43.5%
TECK vs IRE
-97.8%
+141.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.5% | +9.6% | -2.6% |
| 7D | +2.1% | +11.1% | -9.0% | +0.3% |
| 30D | -8.9% | -75.2% | +66.3% | +0.6% |
| 3M | -7.1% | -86.4% | +79.3% | +7.3% |
| 6M | -7.0% | -94.8% | +87.8% | +11.4% |
| YTD | +28.3% | -93.3% | +121.6% | +45.8% |
| 1Y | +40.6% | -97.5% | +138.0% | +62.7% |
| All | +43.5% | -97.8% | +141.3% | +65.7% |
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