+30.3%
USB vs IRE
-98.0%
+128.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -33.9% | +31.8% | -1.9% |
| 7D | -1.5% | -57.1% | +55.7% | -1.1% |
| 30D | +4.3% | -84.4% | +88.7% | +5.4% |
| 3M | -6.1% | -85.0% | +78.9% | -5.2% |
| 6M | +9.4% | -95.2% | +104.6% | +10.8% |
| YTD | +15.2% | -93.9% | +109.1% | +15.0% |
| 1Y | +32.8% | -98.8% | +131.6% | +34.4% |
| All | +30.3% | -98.0% | +128.3% | +30.6% |
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 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