-97.2%
IRE vs URA
-30.5%
-66.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -17.8% |
| 7D | -15.5% | +4.3% | -19.8% | -19.5% |
| 30D | -70.4% | -11.7% | -58.7% | -54.3% |
| 3M | -81.6% | -23.5% | -58.1% | -58.8% |
| 6M | -94.7% | -37.8% | -56.9% | -79.3% |
| YTD | -91.8% | -19.6% | -72.1% | -75.9% |
| 1Y | -97.6% | -24.8% | -72.8% | -92.0% |
| All | -97.2% | -30.5% | -66.6% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling