-97.1%
IRE vs BG
+4.5%
-101.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.6% | +39.0% | +39.4% |
| 7D | -27.2% | +2.5% | -29.7% | -28.0% |
| 30D | -75.1% | -6.1% | -69.0% | -74.6% |
| 3M | -77.9% | -8.5% | -69.4% | -77.9% |
| 6M | -94.6% | -20.4% | -74.2% | -93.7% |
| YTD | -91.5% | +13.3% | -104.8% | -94.2% |
| 1Y | -97.8% | +7.3% | -105.1% | -98.5% |
| All | -97.1% | +4.5% | -101.6% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling