-83.2%
IRE vs TRU
-4.1%
-79.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -7.2% |
| 7D | +29.0% | -6.5% | +35.5% | +25.5% |
| 30D | +24.2% | -2.5% | +26.7% | +23.1% |
| 3M | -53.2% | +10.4% | -63.5% | -52.8% |
| 6M | -36.0% | +1.6% | -37.7% | -37.4% |
| YTD | -51.0% | -9.7% | -41.3% | -50.1% |
| All | -83.2% | -4.1% | -79.1% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling