-52.3%
IRE vs BG
+2.3%
-54.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.2% | +13.9% |
| 7D | +54.8% | +2.8% | +52.0% | +54.6% |
| 30D | +18.4% | +12.0% | +6.3% | +17.0% |
| 3M | -66.7% | -7.7% | -59.0% | -65.5% |
| 6M | -52.3% | +4.5% | -56.8% | -53.1% |
| All | -52.3% | +2.3% | -54.6% | -53.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling