-83.7%
IRE vs IAG
+62.5%
-146.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.2% | +16.2% | +16.5% |
| 7D | +54.8% | -0.5% | +55.3% | +55.5% |
| 30D | +18.4% | +28.9% | -10.5% | -11.1% |
| 3M | -66.7% | +19.1% | -85.9% | -72.2% |
| 6M | -52.3% | -10.3% | -42.1% | -46.1% |
| YTD | -52.3% | +24.2% | -76.5% | -58.1% |
| All | -83.7% | +62.5% | -146.2% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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