-11.3%
BAH vs IRE
-97.3%
+86.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | -1.5% | -15.5% | +14.0% | -1.3% |
| 30D | +17.3% | -70.4% | +87.6% | +16.8% |
| 3M | +14.9% | -81.6% | +96.5% | +14.3% |
| 6M | +14.2% | -94.7% | +108.9% | +15.2% |
| YTD | +5.1% | -91.8% | +96.9% | +5.1% |
| 1Y | +2.1% | -97.6% | +99.6% | +0.4% |
| All | -11.3% | -97.3% | +86.0% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling