-97.7%
IRE vs NTRS
+43.5%
-141.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.1% | -26.4% | -28.2% |
| 7D | -46.8% | +3.6% | -50.4% | -50.4% |
| 30D | -75.5% | +4.3% | -79.8% | -77.1% |
| 3M | -79.4% | -1.9% | -77.5% | -79.2% |
| 6M | -91.3% | +11.4% | -102.7% | -92.6% |
| YTD | -90.8% | +32.3% | -123.1% | -95.4% |
| 1Y | -97.7% | +42.5% | -140.3% | -99.1% |
| All | -97.7% | +43.5% | -141.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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