-38.6%
HOOD vs IRE
-97.2%
+58.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +39.6% | -36.4% | -2.5% |
| 7D | -4.8% | -27.2% | +22.4% | -2.9% |
| 30D | -26.1% | -75.1% | +49.0% | -13.6% |
| 3M | -10.8% | -77.9% | +67.1% | +4.1% |
| 6M | +2.4% | -94.6% | +96.9% | +34.9% |
| YTD | -28.5% | -91.5% | +63.1% | -23.1% |
| 1Y | -36.3% | -97.8% | +61.5% | -16.2% |
| All | -38.6% | -97.2% | +58.6% | -25.5% |
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