-97.6%
IRE vs URA
-32.9%
-64.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.9% | +2.5% | -20.4% | -24.1% |
| 7D | -41.9% | +0.3% | -42.2% | -38.9% |
| 30D | -75.1% | -14.8% | -60.3% | -57.9% |
| 3M | -82.4% | -25.3% | -57.1% | -58.1% |
| 6M | -95.5% | -39.9% | -55.6% | -80.9% |
| YTD | -93.1% | -22.4% | -70.6% | -77.8% |
| 1Y | -97.8% | -29.0% | -68.8% | -91.8% |
| All | -97.6% | -32.9% | -64.7% | -91.1% |
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