-82.0%
IRE vs NTR
+42.3%
-124.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.5% | +8.7% | +10.4% |
| 7D | +58.9% | +3.8% | +55.1% | +59.3% |
| 30D | +17.2% | +25.2% | -8.1% | +20.1% |
| 3M | -58.6% | +21.0% | -79.6% | -57.8% |
| 6M | -23.5% | +7.6% | -31.1% | -22.7% |
| YTD | -47.4% | +32.9% | -80.3% | -52.7% |
| All | -82.0% | +42.3% | -124.3% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling