-97.6%
IRE vs BR
-11.8%
-85.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.3% | -16.1% | -15.2% |
| 7D | -41.9% | +5.0% | -46.9% | -33.6% |
| 30D | -75.1% | +16.6% | -91.7% | -65.2% |
| 3M | -82.4% | +12.0% | -94.4% | -76.1% |
| 6M | -95.5% | +30.7% | -126.3% | -91.7% |
| YTD | -93.1% | -11.9% | -81.1% | -92.6% |
| All | -97.6% | -11.8% | -85.8% | -97.0% |
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