-97.9%
IRE vs URA
-37.3%
-60.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -5.3% | -28.7% | -21.0% |
| 7D | -57.1% | -13.3% | -43.9% | -34.6% |
| 30D | -84.4% | -25.9% | -58.5% | -62.9% |
| 3M | -85.0% | -27.8% | -57.2% | -60.8% |
| 6M | -95.2% | -42.8% | -52.4% | -76.7% |
| YTD | -93.9% | -27.5% | -66.4% | -77.2% |
| 1Y | -98.8% | -35.1% | -63.7% | -94.8% |
| All | -97.9% | -37.3% | -60.6% | -90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling