-97.1%
IRE vs MTB
+21.3%
-118.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.2% | +12.3% | +12.2% |
| 7D | -15.1% | -2.0% | -13.2% | -14.4% |
| 30D | -71.4% | +0.1% | -71.5% | -71.2% |
| 3M | -81.2% | -12.1% | -69.0% | -80.5% |
| 6M | -93.7% | +7.3% | -101.0% | -94.4% |
| YTD | -92.2% | +11.5% | -103.7% | -93.7% |
| All | -97.1% | +21.3% | -118.3% | -97.5% |
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