-97.9%
IRE vs IAG
+38.9%
-136.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | +0.2% | -34.1% | -34.1% |
| 7D | -57.1% | +4.5% | -61.7% | -61.1% |
| 30D | -84.4% | -5.7% | -78.8% | -83.6% |
| 3M | -85.0% | +10.1% | -95.1% | -86.7% |
| 6M | -95.2% | +7.3% | -102.5% | -95.5% |
| YTD | -93.9% | +6.1% | -100.1% | -93.7% |
| 1Y | -98.8% | +46.8% | -145.6% | -99.2% |
| All | -97.9% | +38.9% | -136.8% | -98.5% |
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 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