-97.1%
IRE vs URA
-29.3%
-67.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.6% | -12.8% | -10.1% |
| 7D | -31.8% | -1.5% | -30.3% | -28.8% |
| 30D | -71.8% | -10.4% | -61.3% | -56.5% |
| 3M | -88.9% | -29.6% | -59.3% | -67.3% |
| 6M | -95.4% | -40.3% | -55.1% | -76.6% |
| YTD | -94.2% | -25.5% | -68.7% | -81.4% |
| 1Y | -97.1% | -26.4% | -70.7% | -90.0% |
| All | -97.1% | -29.3% | -67.8% | -90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling