+6.4%
NI vs IRE
-97.4%
+103.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.1% | -11.5% | +0.6% |
| 7D | +0.6% | -15.1% | +15.7% | +0.6% |
| 30D | +11.2% | -71.4% | +82.6% | +11.5% |
| 3M | +9.2% | -81.2% | +90.3% | +9.6% |
| 6M | -1.8% | -93.7% | +91.9% | -1.1% |
| YTD | +12.0% | -92.2% | +104.2% | +11.0% |
| 1Y | +6.4% | -97.3% | +103.7% | +8.4% |
| All | +6.4% | -97.4% | +103.9% | +8.4% |
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