-84.5%
IRE vs NYT
+19.6%
-104.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | +7.9% | -0.7% | +8.7% | +7.5% |
| 30D | +9.3% | +4.5% | +4.8% | +11.8% |
| 3M | -52.3% | -8.5% | -43.8% | -53.4% |
| 6M | -38.5% | -15.1% | -23.4% | -38.6% |
| YTD | -54.8% | -3.3% | -51.5% | -43.5% |
| All | -84.5% | +19.6% | -104.1% | -45.8% |
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