-98.0%
IRE vs CHD
+31.3%
-129.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.4% | -15.8% | -11.7% |
| 7D | -31.8% | +3.6% | -35.5% | -26.7% |
| 30D | -71.8% | +10.4% | -82.2% | -64.5% |
| 3M | -88.9% | +12.2% | -101.1% | -85.4% |
| 6M | -95.4% | +19.9% | -115.3% | -93.2% |
| YTD | -94.2% | +36.4% | -130.6% | -90.6% |
| 1Y | -97.1% | +35.1% | -132.2% | -95.2% |
| All | -98.0% | +31.3% | -129.3% | -96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling