-2.8%
NI vs IRE
-84.4%
+81.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -0.7% |
| 7D | +2.0% | +54.8% | -52.8% | +1.8% |
| 30D | -3.5% | +18.4% | -21.9% | -3.7% |
| 3M | -9.1% | -66.7% | +57.6% | -8.8% |
| 6M | -11.8% | -52.3% | +40.5% | -12.2% |
| YTD | +1.1% | -52.3% | +53.4% | +0.1% |
| All | -2.8% | -84.4% | +81.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling