-82.0%
IRE vs DTE
-2.1%
-79.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.9% | +9.4% | +11.2% |
| 7D | +58.9% | +0.9% | +58.0% | +60.3% |
| 30D | +17.2% | -1.9% | +19.0% | +13.9% |
| 3M | -58.6% | -3.3% | -55.3% | -61.8% |
| 6M | -23.5% | -7.1% | -16.3% | -28.2% |
| YTD | -47.4% | +8.1% | -55.5% | -56.6% |
| All | -82.0% | -2.1% | -79.9% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling