-97.8%
IRE vs CHD
+31.5%
-129.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.4% | -16.2% | -14.9% |
| 7D | -41.9% | +2.4% | -44.3% | -37.5% |
| 30D | -75.1% | +13.9% | -89.0% | -65.5% |
| 3M | -82.4% | +8.5% | -90.9% | -77.1% |
| 6M | -95.5% | +20.4% | -115.9% | -93.2% |
| YTD | -93.1% | +34.5% | -127.6% | -86.3% |
| 1Y | -97.8% | +33.8% | -131.5% | -95.6% |
| All | -97.8% | +31.5% | -129.3% | -95.6% |
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