-52.4%
NIO vs IRE
-97.5%
+45.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.1% | -13.3% | -1.9% |
| 7D | -1.8% | -15.1% | +13.3% | -1.7% |
| 30D | -6.6% | -71.4% | +64.7% | -2.2% |
| 3M | -29.9% | -81.2% | +51.3% | -25.6% |
| 6M | -46.6% | -93.7% | +47.1% | -41.3% |
| YTD | -36.5% | -92.2% | +55.7% | -35.0% |
| 1Y | -51.1% | -97.3% | +46.1% | -46.7% |
| All | -52.4% | -97.5% | +45.1% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling