+86.9%
BBY vs IRE
-93.7%
+180.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.1% | -11.1% | +1.2% |
| 7D | +3.7% | -15.1% | +18.9% | +3.7% |
| 30D | +20.9% | -71.4% | +92.2% | +19.2% |
| 3M | +27.6% | -81.2% | +108.8% | +25.7% |
| 6M | +86.9% | -93.7% | +180.6% | +86.8% |
| All | +86.9% | -93.7% | +180.6% | +86.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling