-97.7%
IRE vs DAR
+63.3%
-161.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -2.5% | -20.8% | -22.0% |
| 7D | -46.8% | -5.7% | -41.1% | -45.0% |
| 30D | -75.5% | -16.6% | -58.9% | -73.2% |
| 3M | -79.4% | -13.1% | -66.4% | -78.6% |
| 6M | -91.3% | -18.8% | -72.5% | -90.5% |
| YTD | -90.8% | +45.3% | -136.1% | -93.9% |
| 1Y | -97.7% | +60.6% | -158.3% | -98.5% |
| All | -97.7% | +63.3% | -161.0% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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