+3.6%
DIS vs IRE
-97.2%
+100.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -40.0% | -0.4% |
| 7D | +5.2% | -27.2% | +32.4% | +5.2% |
| 30D | +11.5% | -75.1% | +86.6% | +11.8% |
| 3M | +11.5% | -77.9% | +89.4% | +11.7% |
| 6M | +8.9% | -94.6% | +103.5% | +11.2% |
| YTD | +3.4% | -91.5% | +94.9% | +2.6% |
| 1Y | +7.2% | -97.8% | +105.0% | +10.7% |
| All | +3.6% | -97.2% | +100.9% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling