-97.2%
IRE vs IAG
+57.5%
-154.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.2% | -9.1% |
| 7D | -15.5% | +24.0% | -39.5% | -36.5% |
| 30D | -70.4% | +5.5% | -75.9% | -72.2% |
| 3M | -81.6% | +8.3% | -89.9% | -83.2% |
| 6M | -94.7% | +6.1% | -100.8% | -95.0% |
| YTD | -91.8% | +20.3% | -112.1% | -92.5% |
| 1Y | -97.6% | +56.5% | -154.0% | -98.4% |
| All | -97.2% | +57.5% | -154.6% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling