+54.8%
BNY vs IRE
-85.1%
+139.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.3% | -4.5% | +3.2% | -1.3% |
| 30D | -0.2% | -7.8% | +7.7% | -0.2% |
| 3M | +14.9% | -60.0% | +74.9% | +15.5% |
| 6M | +40.0% | -48.3% | +88.3% | +37.9% |
| YTD | +42.0% | -54.5% | +96.4% | +37.8% |
| All | +54.8% | -85.1% | +139.9% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling