-57.4%
NIO vs IRE
-98.1%
+40.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.4% | +9.5% | -4.1% |
| 7D | -14.5% | -31.8% | +17.4% | -12.7% |
| 30D | -15.0% | -71.8% | +56.8% | -10.7% |
| 3M | -35.6% | -88.9% | +53.4% | -29.6% |
| 6M | -55.7% | -95.4% | +39.7% | -50.4% |
| YTD | -43.1% | -94.2% | +51.1% | -40.8% |
| 1Y | -53.5% | -97.1% | +43.6% | -49.8% |
| All | -57.4% | -98.1% | +40.8% | -53.2% |
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