-9.0%
AUR vs IRE
-97.6%
+88.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -23.2% | +18.8% | -1.7% |
| 7D | -19.8% | -46.8% | +27.0% | -14.4% |
| 30D | -29.0% | -75.5% | +46.5% | -18.4% |
| 3M | -43.6% | -79.4% | +35.8% | -34.9% |
| 6M | -36.6% | -91.3% | +54.6% | -25.2% |
| YTD | +6.3% | -90.8% | +97.1% | +16.0% |
| 1Y | -9.0% | -97.7% | +88.7% | +9.3% |
| All | -9.0% | -97.6% | +88.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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