-98.0%
IRE vs BB
+95.2%
-193.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.4% | -12.0% | -12.1% |
| 7D | -31.8% | +1.8% | -33.7% | -32.5% |
| 30D | -71.8% | +8.1% | -79.9% | -72.3% |
| 3M | -88.9% | -1.0% | -87.9% | -88.2% |
| 6M | -95.4% | +45.9% | -141.3% | -96.2% |
| YTD | -94.2% | +134.8% | -229.1% | -97.0% |
| 1Y | -97.1% | +104.6% | -201.7% | -98.2% |
| All | -98.0% | +95.2% | -193.2% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling