-97.1%
IRE vs MDY
+11.7%
-108.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.6% | +38.9% | +35.9% |
| 7D | -27.2% | -1.7% | -25.5% | -15.0% |
| 30D | -75.1% | -0.9% | -74.2% | -71.4% |
| 3M | -77.9% | -5.7% | -72.1% | -64.6% |
| 6M | -94.6% | -2.9% | -91.7% | -91.9% |
| YTD | -91.5% | +9.8% | -101.4% | -92.9% |
| 1Y | -97.8% | +13.5% | -111.3% | -98.4% |
| All | -97.1% | +11.7% | -108.8% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling