-97.3%
IRE vs URA
-32.0%
-65.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.5% | +10.6% | +8.4% |
| 7D | -15.1% | +2.9% | -18.0% | -16.0% |
| 30D | -71.4% | -10.8% | -60.5% | -56.1% |
| 3M | -81.2% | -25.5% | -55.6% | -54.6% |
| 6M | -93.7% | -41.2% | -52.5% | -71.1% |
| YTD | -92.2% | -21.3% | -70.9% | -75.8% |
| 1Y | -97.3% | -25.7% | -71.6% | -90.5% |
| All | -97.3% | -32.0% | -65.4% | -90.3% |
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