-17.4%
BKNG vs IRE
-84.0%
+66.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.8% | +3.0% | -4.0% |
| 7D | -13.1% | +29.0% | -42.2% | -12.6% |
| 30D | -18.5% | +24.2% | -42.8% | -17.9% |
| 3M | +5.8% | -53.2% | +58.9% | +6.8% |
| 6M | -2.1% | -36.0% | +33.9% | -0.2% |
| YTD | -18.6% | -51.0% | +32.4% | -16.4% |
| All | -17.4% | -84.0% | +66.6% | -16.5% |
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