-97.3%
IRE vs CPB
-23.5%
-73.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.2% | +13.4% | +9.7% |
| 7D | -15.1% | -4.1% | -11.1% | -21.0% |
| 30D | -71.4% | +16.9% | -88.3% | -58.0% |
| 3M | -81.2% | -0.6% | -80.6% | -79.1% |
| 6M | -93.7% | +11.4% | -105.1% | -90.7% |
| YTD | -92.2% | -14.8% | -77.4% | -91.7% |
| 1Y | -97.3% | -24.8% | -72.5% | -97.6% |
| All | -97.3% | -23.5% | -73.8% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling