-83.7%
IRE vs DTE
-2.9%
-80.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.7% | +14.7% | +13.2% |
| 7D | +54.8% | +0.2% | +54.6% | +55.1% |
| 30D | +18.4% | -2.6% | +21.0% | +14.4% |
| 3M | -66.7% | -3.9% | -62.8% | -69.6% |
| 6M | -52.3% | -7.9% | -44.4% | -55.5% |
| YTD | -52.3% | +7.2% | -59.5% | -61.0% |
| All | -83.7% | -2.9% | -80.8% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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