-97.7%
IRE vs NYT
+16.5%
-114.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -0.9% | -22.3% | -23.8% |
| 7D | -46.8% | -3.9% | -43.0% | -48.0% |
| 30D | -75.5% | +4.3% | -79.8% | -74.8% |
| 3M | -79.4% | -11.7% | -67.7% | -80.2% |
| 6M | -91.3% | -14.4% | -76.9% | -91.3% |
| YTD | -90.8% | -3.0% | -87.8% | -88.4% |
| 1Y | -97.7% | +16.5% | -114.3% | -93.8% |
| All | -97.7% | +16.5% | -114.2% | -93.8% |
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