+10.0%
XYZ vs IRE
-97.2%
+107.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +39.6% | -37.9% | +0.1% |
| 7D | +12.1% | -27.2% | +39.3% | +12.5% |
| 30D | +12.4% | -75.1% | +87.5% | +17.8% |
| 3M | +8.2% | -77.9% | +86.0% | +13.0% |
| 6M | +20.7% | -94.6% | +115.3% | +32.3% |
| YTD | +31.3% | -91.5% | +122.9% | +32.6% |
| 1Y | +20.5% | -97.8% | +118.3% | +35.8% |
| All | +10.0% | -97.2% | +107.2% | +17.9% |
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