+47.0%
DOW vs IRE
-97.8%
+144.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | -9.4% | -15.5% | +6.1% | -9.3% |
| 30D | +8.9% | -70.4% | +79.3% | +7.2% |
| 3M | +6.7% | -81.6% | +88.4% | +4.5% |
| 6M | -14.2% | -94.7% | +80.5% | -16.0% |
| YTD | +36.9% | -91.8% | +128.7% | +33.1% |
| All | +47.0% | -97.8% | +144.8% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling