-5.6%
BN vs IRE
-97.7%
+92.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -15.8% | +14.5% | -0.9% |
| 7D | +4.3% | -41.9% | +46.2% | +5.5% |
| 30D | +14.3% | -75.1% | +89.4% | +18.6% |
| 3M | -4.1% | -82.4% | +78.3% | +0.2% |
| 6M | -9.7% | -95.5% | +85.9% | -2.0% |
| YTD | -7.1% | -93.1% | +85.9% | -5.5% |
| 1Y | -7.4% | -97.8% | +90.4% | -1.8% |
| All | -5.6% | -97.7% | +92.1% | -1.2% |
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