-82.4%
IRE vs CHD
+9.5%
-91.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.4% | -16.2% | -14.1% |
| 7D | -41.9% | +2.4% | -44.3% | -33.9% |
| 30D | -75.1% | +13.9% | -89.0% | -57.2% |
| 3M | -82.4% | +8.5% | -90.9% | -73.5% |
| All | -82.4% | +9.5% | -91.9% | -73.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling