-97.1%
IRE vs CPB
-22.0%
-75.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.1% | -17.5% | -8.0% |
| 7D | -31.8% | -1.6% | -30.3% | -33.8% |
| 30D | -71.8% | +19.2% | -90.9% | -56.8% |
| 3M | -88.9% | -1.0% | -87.9% | -87.7% |
| 6M | -95.4% | +15.2% | -110.6% | -92.6% |
| YTD | -94.2% | -13.1% | -81.1% | -93.6% |
| 1Y | -97.1% | -22.4% | -74.6% | -97.2% |
| All | -97.1% | -22.0% | -75.1% | -97.2% |
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