-82.0%
IRE vs IAG
+59.6%
-141.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.8% | +12.0% | +12.3% |
| 7D | +58.9% | +4.3% | +54.7% | +51.5% |
| 30D | +17.2% | +9.8% | +7.4% | +5.5% |
| 3M | -58.6% | +28.9% | -87.5% | -69.0% |
| 6M | -23.5% | -7.6% | -15.9% | -17.1% |
| YTD | -47.4% | +22.0% | -69.4% | -52.9% |
| All | -82.0% | +59.6% | -141.6% | -88.5% |
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