-20.2%
BA vs IRE
-97.2%
+77.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +39.6% | -39.1% | -0.5% |
| 7D | +1.1% | -27.2% | +28.3% | +1.4% |
| 30D | -7.9% | -75.1% | +67.2% | -4.9% |
| 3M | -25.3% | -77.9% | +52.5% | -23.0% |
| 6M | -24.6% | -94.6% | +70.0% | -20.6% |
| YTD | -20.1% | -91.5% | +71.4% | -18.3% |
| 1Y | -11.8% | -97.8% | +86.1% | -7.9% |
| All | -20.2% | -97.2% | +77.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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