-16.7%
TRI vs IRE
-97.6%
+80.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -23.2% | +29.6% | +5.1% |
| 7D | +1.0% | -46.8% | +47.8% | -1.3% |
| 30D | +20.8% | -75.5% | +96.3% | +15.0% |
| 3M | +8.1% | -79.4% | +87.5% | +3.0% |
| 6M | +24.2% | -91.3% | +115.4% | +18.8% |
| YTD | -7.8% | -90.8% | +83.1% | -10.9% |
| 1Y | -16.7% | -97.7% | +81.1% | -21.1% |
| All | -16.7% | -97.6% | +80.9% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling