-94.4%
IRE vs BB
+42.4%
-136.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.9% | -14.9% | -15.0% |
| 7D | -41.9% | +11.6% | -53.5% | -47.4% |
| 30D | -75.1% | +2.6% | -77.7% | -74.6% |
| 3M | -82.4% | +3.5% | -85.9% | -82.1% |
| All | -94.4% | +42.4% | -136.8% | -95.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling