-97.5%
IRE vs NTR
+23.4%
-120.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.6% | -12.9% | -13.7% |
| 7D | +11.1% | -1.4% | +12.5% | +10.8% |
| 30D | -75.2% | +2.2% | -77.4% | -74.9% |
| 3M | -86.4% | +6.8% | -93.2% | -86.2% |
| 6M | -94.8% | +0.6% | -95.4% | -94.7% |
| YTD | -93.3% | +18.2% | -111.5% | -94.5% |
| 1Y | -97.5% | +21.3% | -118.8% | -98.0% |
| All | -97.5% | +23.4% | -120.9% | -98.0% |
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