-97.7%
IRE vs IAG
+56.5%
-154.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +10.2% | -33.5% | -34.9% |
| 7D | -46.8% | +1.1% | -47.9% | -49.5% |
| 30D | -75.5% | -5.3% | -70.2% | -74.3% |
| 3M | -79.4% | +18.0% | -97.5% | -83.6% |
| 6M | -91.3% | +7.1% | -98.4% | -91.9% |
| YTD | -90.8% | +5.9% | -96.8% | -91.1% |
| 1Y | -97.7% | +59.4% | -157.1% | -99.2% |
| All | -97.7% | +56.5% | -154.3% | -99.2% |
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