-97.7%
IRE vs CHD
+30.9%
-128.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.6% | -25.9% | -17.8% |
| 7D | -46.8% | +6.9% | -53.8% | -37.2% |
| 30D | -75.5% | +17.1% | -92.6% | -65.2% |
| 3M | -79.4% | +9.1% | -88.5% | -73.5% |
| 6M | -91.3% | +21.4% | -112.6% | -87.0% |
| YTD | -90.8% | +34.9% | -125.7% | -83.5% |
| 1Y | -97.7% | +31.0% | -128.8% | -96.0% |
| All | -97.7% | +30.9% | -128.7% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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