+53.4%
BHP vs IRE
-97.6%
+150.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -23.2% | +25.8% | +4.0% |
| 7D | -2.5% | -46.8% | +44.3% | +0.9% |
| 30D | -7.7% | -75.5% | +67.8% | -0.3% |
| 3M | -6.4% | -79.4% | +73.0% | +1.1% |
| 6M | +5.2% | -91.3% | +96.4% | +16.1% |
| YTD | +38.3% | -90.8% | +129.1% | +49.3% |
| 1Y | +53.4% | -97.7% | +151.1% | +68.8% |
| All | +53.4% | -97.6% | +150.9% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling