-82.0%
IRE vs BNS
+48.1%
-130.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.0% | +11.3% | +13.2% |
| 7D | +58.9% | +1.8% | +57.1% | +50.7% |
| 30D | +17.2% | +4.5% | +12.7% | +3.4% |
| 3M | -58.6% | +15.8% | -74.4% | -73.7% |
| 6M | -23.5% | +31.5% | -55.0% | -66.0% |
| YTD | -47.4% | +28.6% | -76.0% | -73.3% |
| All | -82.0% | +48.1% | -130.1% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling