-97.8%
IRE vs TRU
+2.3%
-100.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.2% | -14.7% | -16.7% |
| 7D | -41.9% | +4.6% | -46.5% | -39.0% |
| 30D | -75.1% | +25.4% | -100.5% | -70.5% |
| 3M | -82.4% | +4.0% | -86.3% | -81.2% |
| 6M | -95.5% | +14.5% | -110.0% | -95.0% |
| YTD | -93.1% | -3.7% | -89.3% | -92.9% |
| 1Y | -97.8% | +2.8% | -100.6% | -97.6% |
| All | -97.8% | +2.3% | -100.1% | -97.6% |
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