-47.1%
NOW vs IRE
-97.7%
+50.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -15.8% | +12.8% | -3.1% |
| 7D | -8.7% | -41.9% | +33.2% | -9.0% |
| 30D | -29.3% | -75.1% | +45.8% | -30.3% |
| 3M | -21.8% | -82.4% | +60.6% | -23.3% |
| 6M | +9.2% | -95.5% | +104.8% | +7.2% |
| YTD | -35.0% | -93.1% | +58.1% | -36.7% |
| 1Y | -42.5% | -97.8% | +55.3% | -43.7% |
| All | -47.1% | -97.7% | +50.6% | -48.3% |
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