-93.4%
IRE vs TRU
+16.7%
-110.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | +0.7% |
| 7D | -15.5% | +4.9% | -20.4% | -7.4% |
| 30D | -70.4% | +26.9% | -97.3% | -59.7% |
| 3M | -81.6% | +4.0% | -85.6% | -80.4% |
| All | -93.4% | +16.7% | -110.0% | -91.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling