-97.8%
IRE vs ALLY
-1.7%
-96.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.2% | -13.6% | -13.0% |
| 7D | -41.9% | -0.7% | -41.2% | -42.0% |
| 30D | -75.1% | +1.1% | -76.2% | -76.0% |
| 3M | -82.4% | -13.2% | -69.2% | -78.6% |
| 6M | -95.5% | -13.5% | -82.1% | -94.4% |
| YTD | -93.1% | -14.3% | -78.8% | -90.7% |
| 1Y | -97.8% | -1.1% | -96.6% | -97.8% |
| All | -97.8% | -1.7% | -96.1% | -97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling