-52.3%
IRE vs URA
-11.5%
-40.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.8% | +13.2% | +12.1% |
| 7D | +54.8% | +1.1% | +53.7% | +51.4% |
| 30D | +18.4% | +7.4% | +11.0% | +4.4% |
| 3M | -66.7% | -8.4% | -58.3% | -55.2% |
| 6M | -52.3% | -12.7% | -39.6% | -28.7% |
| All | -52.3% | -11.5% | -40.9% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling