-97.6%
IRE vs BB
+100.4%
-198.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.9% | -14.9% | -15.0% |
| 7D | -41.9% | +11.6% | -53.5% | -47.2% |
| 30D | -75.1% | +2.6% | -77.7% | -74.7% |
| 3M | -82.4% | +3.5% | -85.9% | -82.2% |
| 6M | -95.5% | +43.5% | -139.0% | -96.3% |
| YTD | -93.1% | +141.2% | -234.2% | -96.5% |
| 1Y | -97.8% | +97.4% | -195.2% | -98.2% |
| All | -97.6% | +100.4% | -198.1% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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