-97.6%
IRE vs BG
+7.2%
-104.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.7% | -14.1% | -15.3% |
| 7D | -41.9% | +5.0% | -46.9% | -42.9% |
| 30D | -75.1% | -3.2% | -71.9% | -74.8% |
| 3M | -82.4% | -11.2% | -71.2% | -82.0% |
| 6M | -95.5% | -19.4% | -76.1% | -95.0% |
| YTD | -93.1% | +13.6% | -106.7% | -94.5% |
| All | -97.6% | +7.2% | -104.7% | -98.2% |
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