-97.7%
IRE vs BNS
+52.0%
-149.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.0% | -26.2% | -30.7% |
| 7D | -46.8% | +2.0% | -48.8% | -50.8% |
| 30D | -75.5% | +7.8% | -83.3% | -80.4% |
| 3M | -79.4% | +11.7% | -91.1% | -85.3% |
| 6M | -91.3% | +28.2% | -119.5% | -95.8% |
| YTD | -90.8% | +34.8% | -125.6% | -96.0% |
| 1Y | -97.7% | +51.1% | -148.8% | -98.5% |
| All | -97.7% | +52.0% | -149.7% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling