-82.0%
IRE vs BG
+30.7%
-112.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +4.4% | +5.9% | +7.7% |
| 7D | +58.9% | +2.4% | +56.6% | +56.7% |
| 30D | +17.2% | +15.0% | +2.1% | +6.0% |
| 3M | -58.6% | -0.7% | -58.0% | -56.8% |
| 6M | -23.5% | +7.5% | -31.0% | -31.2% |
| YTD | -47.4% | +41.6% | -89.0% | -67.1% |
| All | -82.0% | +30.7% | -112.7% | -88.5% |
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