-94.6%
IRE vs CPB
+11.5%
-106.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.3% | +40.9% | +36.8% |
| 7D | -27.2% | +8.0% | -35.2% | -10.0% |
| 30D | -75.1% | +22.4% | -97.5% | -59.1% |
| 3M | -77.9% | +2.5% | -80.4% | -74.3% |
| 6M | -94.6% | +12.2% | -106.8% | -91.4% |
| All | -94.6% | +11.5% | -106.1% | -91.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling