-97.6%
IRE vs MDY
+14.8%
-112.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.3% | -15.5% | -13.9% |
| 7D | -41.9% | 0.0% | -41.9% | -39.3% |
| 30D | -75.1% | +1.0% | -76.0% | -74.7% |
| 3M | -82.4% | -4.1% | -78.3% | -75.3% |
| 6M | -95.5% | +0.6% | -96.2% | -94.7% |
| YTD | -93.1% | +12.9% | -106.0% | -95.1% |
| 1Y | -97.8% | +14.6% | -112.4% | -98.3% |
| All | -97.6% | +14.8% | -112.4% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling