+51.0%
BHP vs IRE
-97.7%
+148.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.8% | +13.7% | -1.2% |
| 7D | +3.8% | -41.9% | +45.7% | +6.1% |
| 30D | -6.5% | -75.1% | +68.6% | -0.3% |
| 3M | -8.5% | -82.4% | +73.9% | -1.4% |
| 6M | -2.2% | -95.5% | +93.4% | +11.0% |
| YTD | +40.0% | -93.1% | +133.1% | +52.3% |
| 1Y | +51.3% | -97.8% | +149.1% | +65.3% |
| All | +51.0% | -97.7% | +148.7% | +64.7% |
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