+46.6%
BDX vs IRE
-97.7%
+144.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.8% | +14.6% | -1.7% |
| 7D | +7.3% | -41.9% | +49.2% | +6.3% |
| 30D | +15.7% | -75.1% | +90.8% | +12.7% |
| 3M | +19.1% | -82.4% | +101.4% | +15.5% |
| 6M | +44.1% | -95.5% | +139.7% | +39.0% |
| YTD | +42.1% | -93.1% | +135.1% | +38.7% |
| 1Y | +52.6% | -97.8% | +150.4% | +45.3% |
| All | +46.6% | -97.7% | +144.4% | +40.7% |
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