-52.9%
NIO vs IRE
-98.0%
+45.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -33.9% | +30.9% | -1.3% |
| 7D | -3.6% | -57.1% | +53.5% | -0.2% |
| 30D | -8.0% | -84.4% | +76.4% | -0.4% |
| 3M | -31.2% | -85.0% | +53.8% | -26.0% |
| 6M | -45.8% | -95.2% | +49.5% | -39.5% |
| YTD | -37.3% | -93.9% | +56.7% | -34.7% |
| 1Y | -56.1% | -98.8% | +42.7% | -49.0% |
| All | -52.9% | -98.0% | +45.1% | -48.4% |
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 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