-97.2%
IRE vs BBWI
-12.2%
-85.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.2% |
| 7D | -15.5% | -6.2% | -9.4% | -13.2% |
| 30D | -70.4% | +25.5% | -95.9% | -73.9% |
| 3M | -81.6% | +8.0% | -89.6% | -82.8% |
| 6M | -94.7% | +12.7% | -107.4% | -95.3% |
| YTD | -91.8% | +11.6% | -103.4% | -92.7% |
| 1Y | -97.6% | -0.9% | -96.7% | -97.4% |
| All | -97.2% | -12.2% | -85.0% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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