-97.1%
IRE vs ALLY
-2.5%
-94.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.7% | +41.3% | +42.1% |
| 7D | -27.2% | +0.9% | -28.1% | -30.5% |
| 30D | -75.1% | +3.1% | -78.2% | -77.1% |
| 3M | -77.9% | -12.6% | -65.3% | -72.9% |
| 6M | -94.6% | -12.4% | -82.1% | -93.1% |
| YTD | -91.5% | -13.2% | -78.4% | -88.3% |
| 1Y | -97.8% | +1.8% | -99.7% | -98.2% |
| All | -97.1% | -2.5% | -94.6% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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