-82.0%
IRE vs TRU
-3.4%
-78.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.8% | +13.0% | +9.0% |
| 7D | +58.9% | -7.2% | +66.1% | +54.3% |
| 30D | +17.2% | -2.8% | +20.0% | +15.9% |
| 3M | -58.6% | +13.0% | -71.6% | -58.3% |
| 6M | -23.5% | +0.7% | -24.1% | -24.9% |
| YTD | -47.4% | -9.0% | -38.4% | -46.3% |
| All | -82.0% | -3.4% | -78.6% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling