-83.7%
IRE vs BG
+25.2%
-108.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.2% | +14.6% |
| 7D | +54.8% | +2.8% | +52.0% | +51.9% |
| 30D | +18.4% | +12.0% | +6.3% | +7.9% |
| 3M | -66.7% | -7.7% | -59.0% | -63.3% |
| 6M | -52.3% | +4.5% | -56.8% | -57.4% |
| YTD | -52.3% | +35.7% | -88.0% | -69.5% |
| All | -83.7% | +25.2% | -108.9% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling