-20.6%
BA vs IRE
-98.0%
+77.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -33.9% | +31.4% | -1.6% |
| 7D | -0.1% | -57.1% | +57.1% | +1.8% |
| 30D | -9.1% | -84.4% | +75.3% | -4.8% |
| 3M | -28.2% | -85.0% | +56.8% | -25.1% |
| 6M | -23.1% | -95.2% | +72.1% | -18.7% |
| YTD | -20.6% | -93.9% | +73.4% | -17.9% |
| 1Y | -12.7% | -98.8% | +86.1% | -6.9% |
| All | -20.6% | -98.0% | +77.4% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling