-97.1%
IRE vs MTB
+23.5%
-120.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.9% | +40.5% | +39.9% |
| 7D | -27.2% | -1.3% | -25.8% | -26.7% |
| 30D | -75.1% | +0.5% | -75.6% | -75.1% |
| 3M | -77.9% | -12.4% | -65.5% | -76.8% |
| 6M | -94.6% | +1.5% | -96.1% | -95.0% |
| YTD | -91.5% | +10.3% | -101.8% | -93.4% |
| 1Y | -97.8% | +22.2% | -120.0% | -98.4% |
| All | -97.1% | +23.5% | -120.6% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling