+54.7%
IYR vs NIO
-49.2%
+103.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.2% | -0.3% |
| 7D | -0.1% | -4.7% | +4.6% | +0.1% |
| 30D | +5.7% | -14.3% | +20.0% | +6.6% |
| 3M | -0.6% | -32.8% | +32.2% | +1.6% |
| 6M | +0.5% | -49.8% | +50.4% | +4.2% |
| YTD | +10.4% | -40.2% | +50.6% | +13.0% |
| 1Y | +9.2% | -52.7% | +61.9% | +13.1% |
| 3Y | +40.5% | -57.9% | +98.4% | +42.9% |
| 5Y | +5.9% | -92.9% | +98.8% | +13.7% |
| All | +54.7% | -49.2% | +103.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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