+77.4%
EWT vs IRE
-82.8%
+160.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.2% | -10.8% | -1.3% |
| 7D | +1.6% | +58.9% | -57.3% | -1.9% |
| 30D | +8.2% | +17.2% | -9.0% | +6.1% |
| 3M | +11.1% | -58.6% | +69.7% | +13.2% |
| 6M | +60.4% | -23.5% | +83.9% | +55.2% |
| YTD | +75.6% | -47.4% | +123.0% | +69.9% |
| All | +77.4% | -82.8% | +160.2% | +74.6% |
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