-97.7%
IRE vs MTB
+24.6%
-122.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.2% | -13.3% | -13.5% |
| 7D | +11.1% | 0.0% | +11.1% | +11.1% |
| 30D | -75.2% | +0.8% | -76.0% | -75.1% |
| 3M | -86.4% | -12.8% | -73.6% | -85.6% |
| 6M | -94.8% | +6.7% | -101.5% | -95.4% |
| YTD | -93.3% | +11.3% | -104.6% | -94.7% |
| 1Y | -97.5% | +20.2% | -117.6% | -98.0% |
| All | -97.7% | +24.6% | -122.3% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling