-97.7%
IRE vs CGNX
+31.4%
-129.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -8.7% | -14.5% | -12.8% |
| 7D | -46.8% | -9.2% | -37.6% | -38.6% |
| 30D | -75.5% | -17.6% | -57.9% | -67.5% |
| 3M | -79.4% | -25.7% | -53.7% | -69.5% |
| 6M | -91.3% | -5.5% | -85.8% | -88.8% |
| YTD | -90.8% | +48.1% | -138.9% | -93.5% |
| 1Y | -97.7% | +33.5% | -131.2% | -97.9% |
| All | -97.7% | +31.4% | -129.2% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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