+43.5%
BP vs IRE
-97.5%
+141.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.1% | -10.6% | +1.5% |
| 7D | -0.8% | -15.1% | +14.4% | -0.8% |
| 30D | -3.1% | -71.4% | +68.2% | -3.3% |
| 3M | +6.2% | -81.2% | +87.3% | +5.9% |
| 6M | +4.8% | -93.7% | +98.5% | +5.0% |
| YTD | +35.2% | -92.2% | +127.4% | +33.6% |
| 1Y | +27.4% | -97.3% | +124.7% | +26.4% |
| All | +43.5% | -97.5% | +141.0% | +42.5% |
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