-97.3%
IRE vs NTR
+27.3%
-124.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.7% | +12.8% | +11.9% |
| 7D | -15.1% | -0.6% | -14.6% | -15.2% |
| 30D | -71.4% | +5.4% | -76.7% | -71.0% |
| 3M | -81.2% | +7.3% | -88.5% | -80.8% |
| 6M | -93.7% | +2.2% | -95.9% | -93.6% |
| YTD | -92.2% | +18.9% | -111.1% | -93.0% |
| 1Y | -97.3% | +23.7% | -120.9% | -97.6% |
| All | -97.3% | +27.3% | -124.7% | -97.6% |
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