-97.8%
IRE vs CPB
-18.1%
-79.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.3% | +40.9% | +37.0% |
| 7D | -27.2% | +8.0% | -35.2% | -10.6% |
| 30D | -75.1% | +22.4% | -97.5% | -59.4% |
| 3M | -77.9% | +3.8% | -81.7% | -73.6% |
| 6M | -94.6% | +13.7% | -108.2% | -91.5% |
| YTD | -91.5% | -11.7% | -79.8% | -90.6% |
| 1Y | -97.8% | -18.1% | -79.7% | -97.9% |
| All | -97.8% | -18.1% | -79.8% | -97.9% |
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