-7.0%
BN vs IRE
-98.0%
+91.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -33.9% | +30.8% | -2.0% |
| 7D | +5.7% | -57.1% | +62.9% | +8.1% |
| 30D | +12.0% | -84.4% | +96.4% | +18.4% |
| 3M | -6.1% | -85.0% | +78.9% | -1.2% |
| 6M | -8.6% | -95.2% | +86.7% | -1.5% |
| YTD | -8.5% | -93.9% | +85.4% | -6.3% |
| 1Y | -8.4% | -98.8% | +90.4% | +0.3% |
| All | -7.0% | -98.0% | +91.0% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling