-83.7%
IRE vs TRU
-0.6%
-83.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -5.9% | +19.9% | +11.4% |
| 7D | +54.8% | -6.8% | +61.5% | +50.6% |
| 30D | +18.4% | 0.0% | +18.4% | +18.4% |
| 3M | -66.7% | +13.3% | -80.0% | -65.9% |
| 6M | -52.3% | +3.4% | -55.8% | -52.6% |
| YTD | -52.3% | -6.4% | -45.9% | -50.7% |
| All | -83.7% | -0.6% | -83.1% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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