+72.0%
TER vs IRE
-97.3%
+169.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.5% | +15.2% | +13.2% |
| 7D | -5.8% | -15.5% | +9.8% | -5.0% |
| 30D | -38.9% | -70.4% | +31.5% | -27.3% |
| 3M | -35.1% | -81.6% | +46.5% | -18.2% |
| 6M | -31.6% | -94.7% | +63.1% | -4.2% |
| YTD | +27.2% | -91.8% | +119.0% | +57.3% |
| 1Y | +35.2% | -97.6% | +132.8% | +80.9% |
| All | +72.0% | -97.3% | +169.3% | +123.4% |
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