-98.0%
IRE vs NYT
+31.2%
-129.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.9% | -16.3% | -13.6% |
| 7D | -31.8% | +6.5% | -38.4% | -29.9% |
| 30D | -71.8% | +8.4% | -80.2% | -71.1% |
| 3M | -88.9% | +13.9% | -102.9% | -88.2% |
| 6M | -95.4% | -4.8% | -90.6% | -95.3% |
| YTD | -94.2% | +6.2% | -100.4% | -92.5% |
| 1Y | -97.1% | +14.3% | -111.4% | -95.1% |
| All | -98.0% | +31.2% | -129.3% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling