-84.5%
IRE vs NTRS
+48.5%
-133.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.4% | -9.2% | -10.1% |
| 7D | +7.9% | +0.3% | +7.6% | +7.0% |
| 30D | +9.3% | +0.2% | +9.1% | +8.2% |
| 3M | -52.3% | +13.2% | -65.5% | -60.9% |
| 6M | -38.5% | +36.9% | -75.4% | -68.7% |
| YTD | -54.8% | +39.1% | -93.9% | -78.5% |
| All | -84.5% | +48.5% | -133.0% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling