-97.7%
IRE vs CPB
-18.4%
-79.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.9% | -29.2% | -11.8% |
| 7D | -46.8% | +13.0% | -59.8% | -29.3% |
| 30D | -75.5% | +20.5% | -96.0% | -62.0% |
| 3M | -79.4% | +2.2% | -81.6% | -76.6% |
| 6M | -91.3% | +15.4% | -106.7% | -86.3% |
| YTD | -90.8% | -12.3% | -78.5% | -89.9% |
| 1Y | -97.7% | -18.0% | -79.7% | -97.7% |
| All | -97.7% | -18.4% | -79.3% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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