-97.2%
IRE vs CHD
+28.9%
-126.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | +0.9% |
| 7D | -15.5% | +0.8% | -16.3% | -12.4% |
| 30D | -70.4% | +13.5% | -83.8% | -61.4% |
| 3M | -81.6% | +8.1% | -89.8% | -77.2% |
| 6M | -94.7% | +19.9% | -114.6% | -92.6% |
| YTD | -91.8% | +34.0% | -125.8% | -87.1% |
| 1Y | -97.6% | +29.8% | -127.4% | -96.1% |
| All | -97.2% | +28.9% | -126.1% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling