-97.3%
IRE vs BNS
+42.8%
-140.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.7% | +11.4% | +10.0% |
| 7D | -15.1% | -3.2% | -11.9% | -1.9% |
| 30D | -71.4% | +5.1% | -76.5% | -74.4% |
| 3M | -81.2% | +6.0% | -87.1% | -83.7% |
| 6M | -93.7% | +23.4% | -117.1% | -96.7% |
| YTD | -92.2% | +30.4% | -122.6% | -96.3% |
| 1Y | -97.3% | +44.0% | -141.2% | -98.3% |
| All | -97.3% | +42.8% | -140.1% | -98.3% |
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