+46.6%
BP vs IRE
-98.1%
+144.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.4% | +15.3% | +0.9% |
| 7D | +3.8% | -31.8% | +35.6% | +3.8% |
| 30D | -5.3% | -71.8% | +66.5% | -5.4% |
| 3M | +9.3% | -88.9% | +98.2% | +9.1% |
| 6M | +7.2% | -95.4% | +102.6% | +7.4% |
| YTD | +38.0% | -94.2% | +132.3% | +36.4% |
| 1Y | +33.2% | -97.1% | +130.3% | +32.4% |
| All | +46.6% | -98.1% | +144.7% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling