+10.1%
XYZ vs IRE
-97.7%
+107.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -15.8% | +12.5% | -2.7% |
| 7D | +12.6% | -41.9% | +54.5% | +14.1% |
| 30D | +10.8% | -75.1% | +85.9% | +16.0% |
| 3M | +8.4% | -82.4% | +90.7% | +14.4% |
| 6M | +14.3% | -95.5% | +109.9% | +26.4% |
| YTD | +31.5% | -93.1% | +124.5% | +33.8% |
| 1Y | +28.1% | -97.8% | +125.9% | +42.0% |
| All | +10.1% | -97.7% | +107.8% | +18.9% |
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