+43.9%
DE vs IRE
-97.6%
+141.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.4% | +13.6% | -0.7% |
| 7D | +0.3% | -31.8% | +32.1% | +0.5% |
| 30D | +3.6% | -71.8% | +75.3% | +4.0% |
| 3M | +10.2% | -88.9% | +99.2% | +11.1% |
| 6M | +16.6% | -95.4% | +111.9% | +17.8% |
| YTD | +45.8% | -94.2% | +140.1% | +47.3% |
| 1Y | +43.9% | -97.1% | +141.0% | +44.1% |
| All | +43.9% | -97.6% | +141.5% | +44.1% |
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