+31.2%
DD vs IRE
-82.8%
+114.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.2% | -10.4% | -0.6% |
| 7D | -0.6% | +58.9% | -59.5% | -2.3% |
| 30D | -7.4% | +17.2% | -24.6% | -8.3% |
| 3M | -6.4% | -58.6% | +52.2% | -4.9% |
| 6M | -2.5% | -23.5% | +21.0% | -4.7% |
| YTD | +10.2% | -47.4% | +57.7% | +6.2% |
| All | +31.2% | -82.8% | +114.1% | +30.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling