-83.2%
IRE vs BR
-25.3%
-57.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -7.3% |
| 7D | +29.0% | -5.0% | +34.1% | +20.4% |
| 30D | +24.2% | -2.5% | +26.7% | +21.2% |
| 3M | -53.2% | +13.5% | -66.6% | -38.7% |
| 6M | -36.0% | -9.4% | -26.6% | -37.0% |
| YTD | -51.0% | -23.3% | -27.7% | -61.8% |
| All | -83.2% | -25.3% | -57.9% | -87.8% |
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