-97.8%
IRE vs CPB
-21.8%
-76.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.2% | -14.6% | -18.2% |
| 7D | -41.9% | +2.9% | -44.8% | -36.4% |
| 30D | -75.1% | +17.6% | -92.7% | -62.9% |
| 3M | -82.4% | +2.0% | -84.4% | -79.5% |
| 6M | -95.5% | +11.6% | -107.2% | -93.3% |
| YTD | -93.1% | -13.8% | -79.3% | -92.6% |
| 1Y | -97.8% | -21.6% | -76.2% | -97.9% |
| All | -97.8% | -21.8% | -76.0% | -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