+48.0%
BHP vs IRE
-98.1%
+146.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.4% | +13.1% | -0.4% |
| 7D | -0.5% | -31.8% | +31.3% | +1.6% |
| 30D | -4.5% | -71.8% | +67.2% | +1.0% |
| 3M | -6.9% | -88.9% | +82.0% | +3.2% |
| 6M | -10.6% | -95.4% | +84.8% | +1.3% |
| YTD | +37.2% | -94.2% | +131.4% | +50.7% |
| 1Y | +48.0% | -97.1% | +145.1% | +62.8% |
| All | +48.0% | -98.1% | +146.1% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling