+5.6%
DIS vs IRE
-97.0%
+102.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -23.2% | +27.4% | +4.2% |
| 7D | +9.1% | -46.8% | +55.9% | +9.1% |
| 30D | +14.8% | -75.5% | +90.3% | +15.2% |
| 3M | +21.2% | -79.4% | +100.6% | +21.5% |
| 6M | +18.3% | -91.3% | +109.6% | +20.0% |
| YTD | +5.4% | -90.8% | +96.2% | +4.5% |
| 1Y | +8.3% | -97.7% | +106.0% | +11.6% |
| All | +5.6% | -97.0% | +102.6% | +7.1% |
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 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