-52.2%
BLDR vs IRE
-97.8%
+45.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.5% | +10.0% | -3.3% |
| 7D | -8.2% | +11.1% | -19.3% | -8.5% |
| 30D | +16.3% | -75.2% | +91.4% | +19.6% |
| 3M | -17.0% | -86.4% | +69.4% | -13.1% |
| 6M | -17.4% | -94.8% | +77.4% | -12.0% |
| YTD | -41.6% | -93.3% | +51.7% | -40.3% |
| 1Y | -43.5% | -97.5% | +54.0% | -40.6% |
| All | -52.2% | -97.8% | +45.6% | -49.9% |
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