+59.4%
DOW vs IRE
-98.1%
+157.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.0% | -0.5% |
| 7D | +5.2% | -31.8% | +37.1% | +4.9% |
| 30D | +13.2% | -71.8% | +84.9% | +12.2% |
| 3M | +10.1% | -88.9% | +99.0% | +8.5% |
| 6M | -13.1% | -95.4% | +82.3% | -13.6% |
| YTD | +46.1% | -94.2% | +140.4% | +40.4% |
| 1Y | +50.0% | -97.1% | +147.1% | +46.6% |
| All | +59.4% | -98.1% | +157.5% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling