-45.7%
NOW vs IRE
-98.1%
+52.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.4% | +16.0% | +1.5% |
| 7D | +0.3% | -31.8% | +32.1% | +0.2% |
| 30D | -27.0% | -71.8% | +44.8% | -27.6% |
| 3M | -19.6% | -88.9% | +69.3% | -21.6% |
| 6M | +17.5% | -95.4% | +112.8% | +15.5% |
| YTD | -33.3% | -94.2% | +61.0% | -35.1% |
| 1Y | -39.8% | -97.1% | +57.3% | -41.2% |
| All | -45.7% | -98.1% | +52.4% | -46.9% |
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 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