+51.7%
IYR vs NIO
-38.3%
+90.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | -0.9% | -4.1% | +3.2% | -0.7% |
| 30D | -2.4% | -23.2% | +20.9% | -0.9% |
| 3M | -2.0% | -29.9% | +27.9% | -0.1% |
| 6M | +2.5% | -25.1% | +27.6% | +3.7% |
| YTD | +8.3% | -27.5% | +35.8% | +9.7% |
| 1Y | +6.5% | -41.1% | +47.5% | +8.8% |
| 3Y | +29.3% | -63.1% | +92.5% | +32.4% |
| 5Y | +5.7% | -90.4% | +96.1% | +11.7% |
| All | +51.7% | -38.3% | +90.1% | +40.4% |
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