-7.6%
TLT vs IRE
-97.5%
+89.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.1% | -12.1% | 0.0% |
| 7D | -1.0% | -15.1% | +14.1% | -1.0% |
| 30D | +4.1% | -71.4% | +75.5% | +4.4% |
| 3M | -0.4% | -81.2% | +80.8% | 0.0% |
| 6M | -3.2% | -93.7% | +90.6% | -2.7% |
| YTD | -3.5% | -92.2% | +88.7% | -2.8% |
| 1Y | -5.8% | -97.3% | +91.4% | -5.7% |
| All | -7.6% | -97.5% | +89.9% | -7.3% |
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