-97.3%
IRE vs DTE
+3.9%
-101.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.6% | +12.6% |
| 7D | -15.1% | +1.6% | -16.7% | -14.7% |
| 30D | -71.4% | +9.1% | -80.5% | -68.2% |
| 3M | -81.2% | +2.4% | -83.6% | -80.3% |
| 6M | -93.7% | -0.2% | -93.5% | -94.0% |
| YTD | -92.2% | +11.0% | -103.2% | -94.8% |
| 1Y | -97.3% | +3.4% | -100.6% | -97.2% |
| All | -97.3% | +3.9% | -101.2% | -97.2% |
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