-97.1%
IRE vs URA
-34.6%
-62.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +4.4% | +35.2% | +28.5% |
| 7D | -27.2% | -4.1% | -23.1% | -12.1% |
| 30D | -75.1% | -19.0% | -56.1% | -51.2% |
| 3M | -77.9% | -25.1% | -52.7% | -45.9% |
| 6M | -94.6% | -44.5% | -50.1% | -71.7% |
| YTD | -91.5% | -24.3% | -67.2% | -70.7% |
| 1Y | -97.8% | -28.1% | -69.7% | -91.7% |
| All | -97.1% | -34.6% | -62.5% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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