+38.3%
W vs IRE
-98.1%
+136.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.4% | +14.8% | +1.3% |
| 7D | +0.2% | -31.8% | +32.0% | +2.3% |
| 30D | +6.8% | -71.8% | +78.6% | +13.3% |
| 3M | +10.7% | -88.9% | +99.6% | +23.6% |
| 6M | +86.3% | -95.4% | +181.7% | +112.8% |
| YTD | +11.5% | -94.2% | +105.7% | +23.7% |
| 1Y | +5.1% | -97.1% | +102.2% | +18.5% |
| All | +38.3% | -98.1% | +136.4% | +55.9% |
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