-97.1%
IRE vs BIIB
+70.0%
-167.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +1.8% | +37.8% | +41.1% |
| 7D | -27.2% | -2.1% | -25.1% | -29.9% |
| 30D | -75.1% | +11.8% | -86.9% | -72.3% |
| 3M | -77.9% | +20.4% | -98.3% | -73.7% |
| 6M | -94.6% | +30.2% | -124.8% | -92.7% |
| YTD | -91.5% | +41.1% | -132.7% | -86.4% |
| 1Y | -97.8% | +58.4% | -156.3% | -96.2% |
| All | -97.1% | +70.0% | -167.1% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 all: compounded portfolio wealth divided by compounded BIIB 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…
all analysis · Full analysis span regression · 6 months rolling