-83.7%
IRE vs BR
-23.2%
-60.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.4% | +17.4% | +9.0% |
| 7D | +54.8% | -5.3% | +60.1% | +44.1% |
| 30D | +18.4% | +6.4% | +11.9% | +31.6% |
| 3M | -66.7% | +13.6% | -80.4% | -56.2% |
| 6M | -52.3% | -6.7% | -45.6% | -50.5% |
| YTD | -52.3% | -21.1% | -31.2% | -61.4% |
| All | -83.7% | -23.2% | -60.5% | -87.7% |
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