-97.9%
IRE vs CPB
-20.7%
-77.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | +0.7% | -34.7% | -32.5% |
| 7D | -57.1% | +11.6% | -68.7% | -44.3% |
| 30D | -84.4% | +23.3% | -107.7% | -74.7% |
| 3M | -85.0% | +1.6% | -86.6% | -83.0% |
| 6M | -95.2% | +13.9% | -109.2% | -92.6% |
| YTD | -93.9% | -11.7% | -82.3% | -93.1% |
| 1Y | -98.8% | -18.2% | -80.6% | -98.8% |
| All | -97.9% | -20.7% | -77.2% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling