+13.2%
ACWI vs IRE
-97.7%
+110.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.8% | +15.3% | +0.1% |
| 7D | -0.2% | -41.9% | +41.7% | +1.1% |
| 30D | -3.3% | -75.1% | +71.8% | +0.2% |
| 3M | -3.4% | -82.4% | +79.0% | +0.6% |
| 6M | +0.8% | -95.5% | +96.3% | +7.6% |
| YTD | +10.7% | -93.1% | +103.8% | +14.0% |
| 1Y | +11.6% | -97.8% | +109.4% | +16.8% |
| All | +13.2% | -97.7% | +110.9% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling