-97.2%
IRE vs ALLY
-1.5%
-95.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.9% |
| 7D | -15.5% | -0.2% | -15.3% | -17.1% |
| 30D | -70.4% | +3.4% | -73.8% | -72.8% |
| 3M | -81.6% | -11.1% | -70.6% | -78.1% |
| 6M | -94.7% | -11.5% | -83.2% | -93.4% |
| YTD | -91.8% | -12.3% | -79.4% | -88.8% |
| 1Y | -97.6% | +1.1% | -98.7% | -97.8% |
| All | -97.2% | -1.5% | -95.6% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling