-5.8%
TLT vs IRE
-98.1%
+92.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -15.8% | +14.5% | -1.3% |
| 7D | -0.3% | -41.9% | +41.6% | -0.2% |
| 30D | +3.7% | -75.1% | +78.8% | +4.2% |
| 3M | -0.7% | -82.4% | +81.7% | -0.1% |
| 6M | -4.2% | -95.5% | +91.3% | -3.3% |
| YTD | -4.0% | -93.1% | +89.1% | -3.4% |
| 1Y | -5.8% | -97.8% | +92.0% | -4.6% |
| All | -5.8% | -98.1% | +92.3% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling