+47.7%
DE vs IRE
-97.2%
+145.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +39.6% | -38.3% | +1.0% |
| 7D | -0.6% | -27.2% | +26.6% | -0.5% |
| 30D | +2.3% | -75.1% | +77.4% | +3.0% |
| 3M | +9.5% | -77.9% | +87.4% | +10.2% |
| 6M | +14.1% | -94.6% | +108.7% | +15.8% |
| YTD | +45.4% | -91.5% | +136.9% | +45.6% |
| 1Y | +42.9% | -97.8% | +140.7% | +46.1% |
| All | +47.7% | -97.2% | +145.0% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling