-83.7%
IRE vs BNS
+48.0%
-131.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.1% | +17.3% |
| 7D | +54.8% | +1.5% | +53.2% | +48.2% |
| 30D | +18.4% | +6.0% | +12.4% | +1.0% |
| 3M | -66.7% | +16.3% | -83.1% | -78.8% |
| 6M | -52.3% | +27.3% | -79.6% | -76.5% |
| YTD | -52.3% | +28.5% | -80.8% | -75.5% |
| All | -83.7% | +48.0% | -131.7% | -89.6% |
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