-97.5%
IRE vs IAG
+25.8%
-123.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -5.1% | -8.4% | -7.3% |
| 7D | +11.1% | -2.1% | +13.2% | +16.7% |
| 30D | -75.2% | -6.2% | -69.0% | -73.0% |
| 3M | -86.4% | -5.1% | -81.2% | -85.3% |
| 6M | -94.8% | -10.0% | -84.9% | -94.0% |
| YTD | -93.3% | +3.9% | -97.2% | -93.2% |
| 1Y | -97.5% | +18.9% | -116.3% | -98.1% |
| All | -97.5% | +25.8% | -123.3% | -98.1% |
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