+5.8%
DIS vs IRE
-97.7%
+103.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.8% | +15.9% | +0.1% |
| 7D | +4.4% | -41.9% | +46.3% | +4.4% |
| 30D | +10.3% | -75.1% | +85.4% | +10.5% |
| 3M | +15.5% | -82.4% | +97.9% | +15.7% |
| 6M | +11.2% | -95.5% | +106.7% | +13.6% |
| YTD | +5.6% | -93.1% | +98.6% | +4.7% |
| 1Y | +7.7% | -97.8% | +105.5% | +10.4% |
| All | +5.8% | -97.7% | +103.5% | +7.4% |
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