+32.6%
BBY vs IRE
-98.1%
+130.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.4% | +15.0% | +0.5% |
| 7D | +4.5% | -31.8% | +36.3% | +4.1% |
| 30D | +16.8% | -71.8% | +88.6% | +16.0% |
| 3M | +23.2% | -88.9% | +112.1% | +22.0% |
| 6M | +91.9% | -95.4% | +187.3% | +90.3% |
| YTD | +61.6% | -94.2% | +155.9% | +56.8% |
| 1Y | +43.9% | -97.1% | +141.0% | +42.0% |
| All | +32.6% | -98.1% | +130.7% | +32.0% |
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 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