-82.0%
IRE vs BR
-25.1%
-56.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.5% | +12.7% | +6.6% |
| 7D | +58.9% | -5.9% | +64.9% | +46.6% |
| 30D | +17.2% | +1.9% | +15.3% | +22.8% |
| 3M | -58.6% | +14.7% | -73.3% | -45.0% |
| 6M | -23.5% | -12.8% | -10.7% | -28.3% |
| YTD | -47.4% | -23.0% | -24.4% | -58.8% |
| All | -82.0% | -25.1% | -56.9% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling