-94.6%
IRE vs BG
-22.2%
-72.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.6% | +39.0% | +39.6% |
| 7D | -27.2% | +2.5% | -29.7% | -26.7% |
| 30D | -75.1% | -6.1% | -69.0% | -75.1% |
| 3M | -77.9% | -8.5% | -69.4% | -78.4% |
| 6M | -94.6% | -20.4% | -74.2% | -94.1% |
| All | -94.6% | -22.2% | -72.4% | -94.1% |
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