+49.9%
BHP vs IRE
-97.8%
+147.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.5% | +11.6% | -1.1% |
| 7D | +2.5% | +11.1% | -8.7% | +1.3% |
| 30D | -5.2% | -75.2% | +69.9% | +0.9% |
| 3M | -8.7% | -86.4% | +77.7% | 0.0% |
| 6M | -6.9% | -94.8% | +88.0% | +4.9% |
| YTD | +39.0% | -93.3% | +132.2% | +51.3% |
| 1Y | +48.9% | -97.5% | +146.4% | +62.7% |
| All | +49.9% | -97.8% | +147.7% | +63.6% |
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