-97.7%
IRE vs MTB
+27.0%
-124.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.2% | -24.4% | -23.4% |
| 7D | -46.8% | +2.0% | -48.8% | -47.1% |
| 30D | -75.5% | +2.9% | -78.4% | -75.7% |
| 3M | -79.4% | -10.7% | -68.8% | -78.7% |
| 6M | -91.3% | +6.3% | -97.6% | -92.1% |
| YTD | -90.8% | +13.8% | -104.6% | -92.9% |
| 1Y | -97.7% | +27.7% | -125.5% | -98.4% |
| All | -97.7% | +27.0% | -124.7% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling