+48.6%
DE vs IRE
-84.0%
+132.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | -0.5% |
| 7D | -3.0% | +29.0% | -32.1% | -3.2% |
| 30D | +11.1% | +24.2% | -13.1% | +10.9% |
| 3M | +17.6% | -53.2% | +70.8% | +18.0% |
| 6M | +13.6% | -36.0% | +49.6% | +13.1% |
| YTD | +46.3% | -51.0% | +97.3% | +45.1% |
| All | +48.6% | -84.0% | +132.6% | +48.9% |
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 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