-97.2%
IRE vs DTE
-0.4%
-96.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | +0.4% |
| 7D | -15.5% | +1.8% | -17.4% | -13.3% |
| 30D | -70.4% | +9.0% | -79.4% | -66.7% |
| 3M | -81.6% | -0.2% | -81.4% | -81.4% |
| 6M | -94.7% | +0.1% | -94.8% | -94.9% |
| YTD | -91.8% | +10.0% | -101.7% | -92.9% |
| 1Y | -97.6% | +4.7% | -102.2% | -97.9% |
| All | -97.2% | -0.4% | -96.8% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling