-11.2%
BAH vs IRE
-98.1%
+86.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | -0.4% |
| 7D | +1.7% | -31.8% | +33.6% | +1.3% |
| 30D | +20.8% | -71.8% | +92.5% | +20.0% |
| 3M | +11.6% | -88.9% | +100.5% | +10.6% |
| 6M | +23.1% | -95.4% | +118.5% | +23.3% |
| YTD | +5.3% | -94.2% | +99.5% | +4.8% |
| 1Y | +6.1% | -97.1% | +103.2% | +5.3% |
| All | -11.2% | -98.1% | +86.9% | -12.3% |
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