-44.1%
NIO vs IRE
-84.4%
+40.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.5% | -2.2% |
| 7D | -13.0% | +54.8% | -67.8% | -15.1% |
| 30D | -18.3% | +18.4% | -36.7% | -19.5% |
| 3M | -33.2% | -66.7% | +33.5% | -30.9% |
| 6M | -21.5% | -52.3% | +30.8% | -22.2% |
| YTD | -25.5% | -52.3% | +26.8% | -29.0% |
| All | -44.1% | -84.4% | +40.3% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling