-19.8%
AUR vs IRE
-98.1%
+78.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.4% | +11.2% | -1.5% |
| 7D | -4.5% | -31.8% | +27.3% | -0.4% |
| 30D | -16.6% | -71.8% | +55.1% | -6.4% |
| 3M | -38.5% | -88.9% | +50.5% | -24.9% |
| 6M | -49.9% | -95.4% | +45.5% | -37.0% |
| YTD | +9.6% | -94.2% | +103.9% | +24.0% |
| 1Y | +1.2% | -97.1% | +98.3% | +18.1% |
| All | -19.8% | -98.1% | +78.3% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling