-83.7%
IRE vs CPB
-27.6%
-56.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.4% | +17.4% | +7.5% |
| 7D | +54.8% | -8.6% | +63.4% | +32.5% |
| 30D | +18.4% | -7.2% | +25.6% | +2.2% |
| 3M | -66.7% | +0.9% | -67.6% | -62.7% |
| 6M | -52.3% | -11.8% | -40.5% | -57.6% |
| YTD | -52.3% | -19.4% | -32.9% | -58.6% |
| All | -83.7% | -27.6% | -56.1% | -88.0% |
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