-84.4%
IRE vs NYT
+20.1%
-104.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +1.1% |
| 7D | -4.5% | -0.6% | -3.9% | -4.9% |
| 30D | -7.8% | +4.6% | -12.4% | -5.7% |
| 3M | -60.0% | -9.6% | -50.4% | -60.9% |
| 6M | -48.3% | -14.0% | -34.3% | -47.9% |
| YTD | -54.5% | -2.8% | -51.6% | -42.9% |
| All | -84.4% | +20.1% | -104.5% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling