-97.6%
IRE vs DAR
+62.4%
-160.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.8% | -14.0% | -14.5% |
| 7D | -41.9% | -3.8% | -38.1% | -39.5% |
| 30D | -75.1% | -14.4% | -60.7% | -72.0% |
| 3M | -82.4% | -17.9% | -64.5% | -80.2% |
| 6M | -95.5% | -18.3% | -77.2% | -95.0% |
| YTD | -93.1% | +43.2% | -136.3% | -95.8% |
| 1Y | -97.8% | +57.7% | -155.5% | -98.8% |
| All | -97.6% | +62.4% | -160.0% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling