-83.2%
IRE vs NTR
+42.4%
-125.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.9% | -6.8% |
| 7D | +29.0% | +0.5% | +28.5% | +29.1% |
| 30D | +24.2% | +21.7% | +2.5% | +27.0% |
| 3M | -53.2% | +22.8% | -75.9% | -52.3% |
| 6M | -36.0% | +8.2% | -44.3% | -35.6% |
| YTD | -51.0% | +32.9% | -83.9% | -56.0% |
| All | -83.2% | +42.4% | -125.6% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling