-52.3%
IRE vs BBWI
-15.2%
-37.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.8% | +11.1% | +12.6% |
| 7D | +54.8% | +1.5% | +53.3% | +53.8% |
| 30D | +18.4% | -5.2% | +23.6% | +21.8% |
| 3M | -66.7% | +11.1% | -77.8% | -71.0% |
| 6M | -52.3% | -13.4% | -38.9% | -54.2% |
| All | -52.3% | -15.2% | -37.1% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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