-96.9%
IRE vs ALLY
+0.6%
-97.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.8% | -27.0% | -28.9% |
| 7D | -46.8% | +2.4% | -49.2% | -50.2% |
| 30D | -75.5% | +5.6% | -81.1% | -78.3% |
| 3M | -79.4% | -11.7% | -67.7% | -75.0% |
| 6M | -91.3% | -7.0% | -84.2% | -89.8% |
| YTD | -90.8% | -10.4% | -80.4% | -87.9% |
| 1Y | -97.7% | +2.4% | -100.1% | -97.9% |
| All | -96.9% | +0.6% | -97.4% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling