+46.1%
DE vs IRE
-97.6%
+143.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.2% | +24.8% | +1.7% |
| 7D | +5.6% | -46.8% | +52.4% | +5.8% |
| 30D | -0.8% | -75.5% | +74.7% | -0.1% |
| 3M | +9.8% | -79.4% | +89.3% | +10.6% |
| 6M | +17.5% | -91.3% | +108.8% | +18.7% |
| YTD | +46.5% | -90.8% | +137.3% | +47.0% |
| 1Y | +46.1% | -97.7% | +143.8% | +48.0% |
| All | +46.1% | -97.6% | +143.7% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling