+12.6%
BBY vs IRE
-82.8%
+95.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.2% | -11.3% | -1.0% |
| 7D | +8.1% | +58.9% | -50.8% | +8.3% |
| 30D | +8.9% | +17.2% | -8.2% | +9.0% |
| 3M | +22.0% | -58.6% | +80.7% | +22.7% |
| 6M | +37.8% | -23.5% | +61.3% | +38.1% |
| YTD | +37.3% | -47.4% | +84.7% | +34.6% |
| All | +12.6% | -82.8% | +95.5% | +13.3% |
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 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