-97.1%
IRE vs IAG
+48.9%
-146.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +7.2% | +32.4% | +31.2% |
| 7D | -27.2% | +21.4% | -48.6% | -44.3% |
| 30D | -75.1% | +4.0% | -79.2% | -76.3% |
| 3M | -77.9% | +17.0% | -94.9% | -81.4% |
| 6M | -94.6% | +1.4% | -96.0% | -94.6% |
| YTD | -91.5% | +13.8% | -105.3% | -91.8% |
| 1Y | -97.8% | +55.8% | -153.6% | -98.5% |
| All | -97.1% | +48.9% | -146.0% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling