+46.4%
DE vs IRE
-97.4%
+143.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.1% | -11.5% | +0.5% |
| 7D | +2.3% | -15.1% | +17.4% | +2.2% |
| 30D | +9.3% | -71.4% | +80.7% | +9.8% |
| 3M | +12.2% | -81.2% | +93.4% | +12.9% |
| 6M | +18.1% | -93.7% | +111.8% | +19.4% |
| YTD | +49.8% | -92.2% | +142.0% | +50.6% |
| 1Y | +46.4% | -97.3% | +143.6% | +46.8% |
| All | +46.4% | -97.4% | +143.8% | +46.8% |
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