-94.6%
IRE vs IAG
+5.8%
-100.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +7.2% | +32.4% | +30.6% |
| 7D | -27.2% | +21.4% | -48.6% | -44.9% |
| 30D | -75.1% | +4.0% | -79.2% | -76.0% |
| 3M | -77.9% | +17.0% | -94.9% | -81.5% |
| 6M | -94.6% | +1.4% | -96.0% | -95.0% |
| All | -94.6% | +5.8% | -100.4% | -95.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling