+11.0%
BBY vs IRE
-84.0%
+95.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.4% | -1.5% |
| 7D | +1.2% | +29.0% | -27.9% | +1.3% |
| 30D | +6.8% | +24.2% | -17.4% | +6.9% |
| 3M | +18.7% | -53.2% | +71.9% | +19.3% |
| 6M | +37.3% | -36.0% | +73.3% | +37.7% |
| YTD | +35.3% | -51.0% | +86.3% | +32.6% |
| All | +11.0% | -84.0% | +95.0% | +11.6% |
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