-97.2%
IRE vs BR
-14.6%
-82.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -0.6% |
| 7D | -15.5% | +4.4% | -19.9% | -4.5% |
| 30D | -70.4% | +16.3% | -86.6% | -59.0% |
| 3M | -81.6% | +16.2% | -97.8% | -73.6% |
| 6M | -94.7% | +30.3% | -125.0% | -90.2% |
| YTD | -91.8% | -12.2% | -79.5% | -91.1% |
| 1Y | -97.6% | -11.3% | -86.3% | -97.2% |
| All | -97.2% | -14.6% | -82.6% | -97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling