+4.4%
NI vs IRE
-97.2%
+101.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +39.6% | -40.2% | -0.7% |
| 7D | -0.9% | -27.2% | +26.2% | -0.9% |
| 30D | +9.6% | -75.1% | +84.8% | +10.0% |
| 3M | +2.5% | -77.9% | +80.3% | +2.8% |
| 6M | -5.8% | -94.6% | +88.8% | -5.1% |
| YTD | +8.6% | -91.5% | +100.1% | +8.0% |
| 1Y | +6.0% | -97.8% | +103.8% | +6.8% |
| All | +4.4% | -97.2% | +101.7% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling