-98.0%
IRE vs BNS
+48.9%
-147.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.2% | -14.0% |
| 7D | -31.8% | +0.9% | -32.8% | -33.1% |
| 30D | -71.8% | +2.8% | -74.5% | -72.9% |
| 3M | -88.9% | +3.0% | -91.9% | -89.5% |
| 6M | -95.4% | +23.3% | -118.6% | -97.4% |
| YTD | -94.2% | +29.3% | -123.6% | -97.0% |
| 1Y | -97.1% | +41.7% | -138.8% | -98.2% |
| All | -98.0% | +48.9% | -147.0% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling