+52.5%
TER vs IRE
-97.2%
+149.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +39.6% | -37.0% | -4.6% |
| 7D | -20.5% | -27.2% | +6.7% | -17.8% |
| 30D | -47.0% | -75.1% | +28.1% | -35.2% |
| 3M | -43.3% | -77.9% | +34.6% | -30.8% |
| 6M | -42.9% | -94.6% | +51.7% | -20.5% |
| YTD | +12.9% | -91.5% | +104.4% | +38.9% |
| 1Y | +18.2% | -97.8% | +116.0% | +59.5% |
| All | +52.5% | -97.2% | +149.8% | +97.4% |
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