-97.8%
IRE vs IAG
+42.2%
-140.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -6.7% | -9.2% | -7.9% |
| 7D | -41.9% | +16.8% | -58.7% | -53.1% |
| 30D | -75.1% | -1.5% | -73.6% | -74.5% |
| 3M | -82.4% | +0.5% | -82.9% | -82.3% |
| 6M | -95.5% | -1.0% | -94.6% | -95.4% |
| YTD | -93.1% | +12.3% | -105.4% | -93.4% |
| 1Y | -97.8% | +39.2% | -137.0% | -98.6% |
| All | -97.8% | +42.2% | -140.0% | -98.6% |
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