-83.7%
IRE vs NYT
+20.8%
-104.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.3% | +13.7% | +14.2% |
| 7D | +54.8% | -1.3% | +56.1% | +53.9% |
| 30D | +18.4% | +2.7% | +15.6% | +20.7% |
| 3M | -66.7% | -10.3% | -56.4% | -67.5% |
| 6M | -52.3% | -16.6% | -35.7% | -53.4% |
| YTD | -52.3% | -2.3% | -50.1% | -40.0% |
| All | -83.7% | +20.8% | -104.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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