-97.1%
IRE vs BG
+8.3%
-105.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.7% | -16.0% | -14.9% |
| 7D | -31.8% | +2.6% | -34.4% | -32.3% |
| 30D | -71.8% | -6.7% | -65.1% | -71.0% |
| 3M | -88.9% | -9.3% | -79.6% | -88.7% |
| 6M | -95.4% | -18.3% | -77.0% | -94.7% |
| YTD | -94.2% | +16.2% | -110.4% | -95.5% |
| 1Y | -97.1% | +7.6% | -104.7% | -97.9% |
| All | -97.1% | +8.3% | -105.4% | -97.9% |
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