-12.7%
BAH vs IRE
-97.2%
+84.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +39.6% | -44.0% | -4.0% |
| 7D | -3.5% | -27.2% | +23.6% | -3.5% |
| 30D | +24.3% | -75.1% | +99.4% | +23.7% |
| 3M | +16.3% | -77.9% | +94.2% | +15.8% |
| 6M | +13.6% | -94.6% | +108.2% | +14.5% |
| YTD | +3.5% | -91.5% | +95.0% | +3.5% |
| 1Y | +2.7% | -97.8% | +100.5% | +0.7% |
| All | -12.7% | -97.2% | +84.6% | -13.4% |
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