-83.7%
IRE vs NTR
+40.2%
-123.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.6% | +15.5% | +13.8% |
| 7D | +54.8% | +8.1% | +46.7% | +56.1% |
| 30D | +18.4% | +18.8% | -0.4% | +21.0% |
| 3M | -66.7% | +16.2% | -83.0% | -66.0% |
| 6M | -52.3% | +9.8% | -62.1% | -53.7% |
| YTD | -52.3% | +30.9% | -83.2% | -57.2% |
| All | -83.7% | +40.2% | -123.8% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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