+66.0%
BE vs IRE
-97.2%
+163.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +39.6% | -36.2% | -7.7% |
| 7D | -14.7% | -27.2% | +12.4% | -10.4% |
| 30D | -40.5% | -75.1% | +34.6% | -17.9% |
| 3M | -24.3% | -77.9% | +53.5% | +3.4% |
| 6M | -39.3% | -94.6% | +55.3% | +4.3% |
| YTD | +99.4% | -91.5% | +190.9% | +154.0% |
| 1Y | +26.6% | -97.8% | +124.4% | +122.5% |
| All | +66.0% | -97.2% | +163.2% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling