-97.1%
IRE vs CHD
+26.6%
-123.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.8% | +41.4% | +36.2% |
| 7D | -27.2% | +2.0% | -29.1% | -22.6% |
| 30D | -75.1% | +13.0% | -88.1% | -68.0% |
| 3M | -77.9% | +6.1% | -84.0% | -73.5% |
| 6M | -94.6% | +15.9% | -110.4% | -92.7% |
| YTD | -91.5% | +31.6% | -123.2% | -87.2% |
| 1Y | -97.8% | +28.5% | -126.3% | -96.7% |
| All | -97.1% | +26.6% | -123.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling