-97.3%
IRE vs IBN
+13.0%
-110.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.4% | +12.5% | +12.3% |
| 7D | -15.1% | +11.1% | -26.3% | -18.0% |
| 30D | -71.4% | +23.9% | -95.2% | -75.0% |
| 3M | -81.2% | +16.3% | -97.5% | -82.4% |
| 6M | -93.7% | +34.2% | -128.0% | -95.0% |
| YTD | -92.2% | +17.6% | -109.8% | -93.7% |
| 1Y | -97.3% | +13.8% | -111.1% | -98.0% |
| All | -97.3% | +13.0% | -110.3% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling