-97.1%
IRE vs BIYA
-99.1%
+2.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.9% | +38.7% | +39.7% |
| 7D | -27.2% | -10.5% | -16.7% | -28.5% |
| 30D | -75.1% | -51.7% | -23.4% | -77.3% |
| 3M | -77.9% | -60.8% | -17.1% | -79.7% |
| 6M | -94.6% | -90.6% | -4.0% | -95.0% |
| YTD | -91.5% | -97.1% | +5.6% | -90.9% |
| 1Y | -97.8% | -99.1% | +1.2% | -98.3% |
| All | -97.1% | -99.1% | +2.0% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling