-82.0%
IRE vs MDY
+16.4%
-98.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.7% | +10.9% | +13.9% |
| 7D | +58.9% | +1.0% | +57.9% | +50.6% |
| 30D | +17.2% | -3.1% | +20.3% | +43.9% |
| 3M | -58.6% | +1.8% | -60.5% | -59.5% |
| 6M | -23.5% | +10.8% | -34.3% | -43.3% |
| YTD | -47.4% | +14.4% | -61.9% | -68.4% |
| All | -82.0% | +16.4% | -98.4% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling