-97.1%
IRE vs BBWI
-13.8%
-83.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -3.3% | +42.8% | +40.8% |
| 7D | -27.2% | -6.2% | -21.0% | -25.3% |
| 30D | -75.1% | +19.9% | -95.1% | -77.6% |
| 3M | -77.9% | +7.1% | -85.0% | -79.3% |
| 6M | -94.6% | +13.7% | -108.2% | -95.2% |
| YTD | -91.5% | +9.6% | -101.1% | -92.5% |
| 1Y | -97.8% | -1.6% | -96.2% | -97.7% |
| All | -97.1% | -13.8% | -83.3% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling