-97.2%
IRE vs CPB
-21.6%
-75.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -4.8% |
| 7D | -15.5% | +3.3% | -18.8% | -6.2% |
| 30D | -70.4% | +19.0% | -89.4% | -54.9% |
| 3M | -81.6% | +0.4% | -82.1% | -79.4% |
| 6M | -94.7% | +13.0% | -107.7% | -91.9% |
| YTD | -91.8% | -12.7% | -79.0% | -90.8% |
| 1Y | -97.6% | -20.9% | -76.7% | -97.7% |
| All | -97.2% | -21.6% | -75.6% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling