-83.7%
IRE vs MDY
+17.1%
-100.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.1% | +13.9% | +13.3% |
| 7D | +54.8% | +0.1% | +54.6% | +54.2% |
| 30D | +18.4% | -1.5% | +19.9% | +34.1% |
| 3M | -66.7% | +0.8% | -67.5% | -64.5% |
| 6M | -52.3% | +7.4% | -59.7% | -58.0% |
| YTD | -52.3% | +15.2% | -67.5% | -72.3% |
| All | -83.7% | +17.1% | -100.8% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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