-35.8%
HOOD vs IRE
-97.5%
+61.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.1% | -8.1% | +2.3% |
| 7D | -3.2% | -15.1% | +11.9% | -2.6% |
| 30D | -22.6% | -71.4% | +48.8% | -11.3% |
| 3M | -10.4% | -81.2% | +70.8% | +7.1% |
| 6M | +4.7% | -93.7% | +98.4% | +35.2% |
| YTD | -25.2% | -92.2% | +67.0% | -18.9% |
| 1Y | -35.9% | -97.3% | +61.4% | -19.6% |
| All | -35.8% | -97.5% | +61.6% | -21.3% |
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 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