-97.1%
IRE vs BB
+91.7%
-188.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +4.4% | +35.2% | +35.5% |
| 7D | -27.2% | +3.8% | -31.0% | -28.5% |
| 30D | -75.1% | -0.3% | -74.8% | -73.9% |
| 3M | -77.9% | -0.5% | -77.4% | -76.6% |
| 6M | -94.6% | +45.9% | -140.5% | -95.6% |
| YTD | -91.5% | +130.6% | -222.1% | -95.5% |
| 1Y | -97.8% | +89.2% | -187.0% | -98.2% |
| All | -97.1% | +91.7% | -188.8% | -97.4% |
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