-97.2%
IRE vs BNS
+50.2%
-147.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -7.4% |
| 7D | -15.5% | -0.8% | -14.7% | -11.9% |
| 30D | -70.4% | +5.5% | -75.9% | -73.9% |
| 3M | -81.6% | +6.0% | -87.6% | -84.0% |
| 6M | -94.7% | +22.6% | -117.3% | -97.0% |
| YTD | -91.8% | +30.5% | -122.2% | -95.9% |
| 1Y | -97.6% | +44.1% | -141.7% | -98.5% |
| All | -97.2% | +50.2% | -147.4% | -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 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