-45.8%
NOW vs IRE
-97.2%
+51.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -40.0% | -0.2% |
| 7D | -3.0% | -27.2% | +24.2% | -3.1% |
| 30D | -26.0% | -75.1% | +49.1% | -27.4% |
| 3M | -13.1% | -77.9% | +64.8% | -14.6% |
| 6M | +14.5% | -94.6% | +109.1% | +12.5% |
| YTD | -33.4% | -91.5% | +58.1% | -35.2% |
| 1Y | -40.6% | -97.8% | +57.2% | -41.7% |
| All | -45.8% | -97.2% | +51.4% | -47.0% |
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