-97.7%
IRE vs BR
-14.2%
-83.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.0% | -26.2% | -17.8% |
| 7D | -46.8% | +7.0% | -53.8% | -38.4% |
| 30D | -75.5% | +19.0% | -94.5% | -65.2% |
| 3M | -79.4% | +13.1% | -92.5% | -72.5% |
| 6M | -91.3% | +24.6% | -115.9% | -85.0% |
| YTD | -90.8% | -13.6% | -77.2% | -92.6% |
| 1Y | -97.7% | -13.1% | -84.6% | -97.7% |
| All | -97.7% | -14.2% | -83.5% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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