-98.0%
IRE vs DTE
+0.6%
-98.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.4% | -14.7% | -13.9% |
| 7D | -31.8% | +3.4% | -35.3% | -29.0% |
| 30D | -71.8% | +8.9% | -80.6% | -68.2% |
| 3M | -88.9% | +1.1% | -90.0% | -88.5% |
| 6M | -95.4% | +0.1% | -95.4% | -95.5% |
| YTD | -94.2% | +11.1% | -105.3% | -95.0% |
| 1Y | -97.1% | +4.9% | -102.0% | -97.5% |
| All | -98.0% | +0.6% | -98.6% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling