-83.7%
IRE vs CHD
+14.2%
-97.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +13.9% |
| 7D | +54.8% | -2.7% | +57.5% | +49.6% |
| 30D | +18.4% | -4.6% | +23.0% | +12.8% |
| 3M | -66.7% | +5.0% | -71.8% | -64.2% |
| 6M | -52.3% | -3.2% | -49.1% | -52.6% |
| YTD | -52.3% | +18.6% | -71.0% | -42.4% |
| All | -83.7% | +14.2% | -97.8% | -79.9% |
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