+13.4%
DIA vs IRE
-97.5%
+110.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.1% | -11.6% | +0.3% |
| 7D | -1.6% | -15.1% | +13.5% | -1.6% |
| 30D | +1.3% | -71.4% | +72.6% | +2.7% |
| 3M | -2.1% | -81.2% | +79.1% | -0.3% |
| 6M | +6.2% | -93.7% | +100.0% | +9.0% |
| YTD | +10.3% | -92.2% | +102.6% | +11.1% |
| 1Y | +11.0% | -97.3% | +108.3% | +13.0% |
| All | +13.4% | -97.5% | +110.9% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling