+77.7%
EWT vs IRE
-84.0%
+161.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | +0.7% |
| 7D | +2.1% | +29.0% | -26.9% | +0.1% |
| 30D | +9.4% | +24.2% | -14.9% | +6.8% |
| 3M | +10.9% | -53.2% | +64.0% | +12.3% |
| 6M | +57.9% | -36.0% | +94.0% | +54.2% |
| YTD | +75.9% | -51.0% | +126.9% | +71.0% |
| All | +77.7% | -84.0% | +161.7% | +75.8% |
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 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