-97.9%
IRE vs ALLY
-0.8%
-97.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -1.3% | -32.6% | -31.9% |
| 7D | -57.1% | -1.1% | -56.0% | -56.7% |
| 30D | -84.4% | +4.2% | -88.6% | -85.8% |
| 3M | -85.0% | -12.4% | -72.5% | -81.4% |
| 6M | -95.2% | -8.7% | -86.6% | -94.2% |
| YTD | -93.9% | -11.6% | -82.3% | -91.8% |
| 1Y | -98.8% | +0.2% | -99.0% | -98.9% |
| All | -97.9% | -0.8% | -97.1% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling