-12.4%
AUR vs IRE
-97.5%
+85.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.1% | -11.0% | -0.3% |
| 7D | +12.7% | -15.1% | +27.9% | +13.0% |
| 30D | -18.7% | -71.4% | +52.6% | -9.3% |
| 3M | -33.8% | -81.2% | +47.3% | -24.0% |
| 6M | -36.6% | -93.7% | +57.1% | -23.2% |
| YTD | +19.8% | -92.2% | +112.0% | +30.9% |
| 1Y | +8.0% | -97.3% | +105.2% | +24.2% |
| All | -12.4% | -97.5% | +85.1% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling