+59.9%
DOW vs IRE
-97.8%
+157.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.5% | +15.4% | +1.7% |
| 7D | +3.7% | +11.1% | -7.5% | +3.9% |
| 30D | +16.3% | -75.2% | +91.4% | +15.2% |
| 3M | +9.7% | -86.4% | +96.1% | +8.3% |
| 6M | -14.1% | -94.8% | +80.8% | -14.5% |
| YTD | +46.6% | -93.3% | +139.9% | +41.0% |
| 1Y | +56.8% | -97.5% | +154.3% | +55.5% |
| All | +59.9% | -97.8% | +157.7% | +58.1% |
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