-93.7%
IRE vs BR
+31.7%
-125.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.1% | +12.2% | +12.0% |
| 7D | -15.1% | +1.9% | -17.0% | -8.2% |
| 30D | -71.4% | +15.9% | -87.3% | -58.6% |
| 3M | -81.2% | +13.7% | -94.8% | -72.7% |
| 6M | -93.7% | +31.0% | -124.7% | -87.0% |
| All | -93.7% | +31.7% | -125.5% | -87.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling