-98.0%
IRE vs IBN
+12.3%
-110.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.4% | -14.8% | -14.5% |
| 7D | -31.8% | +1.9% | -33.7% | -32.5% |
| 30D | -71.8% | +22.1% | -93.9% | -75.2% |
| 3M | -88.9% | +17.1% | -106.0% | -89.8% |
| 6M | -95.4% | +35.5% | -130.9% | -96.3% |
| YTD | -94.2% | +16.8% | -111.0% | -95.3% |
| 1Y | -97.1% | +12.4% | -109.5% | -97.9% |
| All | -98.0% | +12.3% | -110.3% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling