-25.0%
NOW vs IRE
-84.4%
+59.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.0% | -17.0% | -2.7% |
| 7D | -2.4% | +54.8% | -57.2% | -1.4% |
| 30D | +20.5% | +18.4% | +2.1% | +21.2% |
| 3M | +18.3% | -66.7% | +85.1% | +19.0% |
| 6M | +24.1% | -52.3% | +76.4% | +25.5% |
| YTD | -7.8% | -52.3% | +44.5% | -8.0% |
| All | -25.0% | -84.4% | +59.5% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling