-83.7%
IRE vs BWA
+57.1%
-140.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.8% | +11.2% | +10.4% |
| 7D | +54.8% | +5.7% | +49.1% | +45.4% |
| 30D | +18.4% | +1.4% | +17.0% | +17.6% |
| 3M | -66.7% | -12.1% | -54.6% | -60.1% |
| 6M | -52.3% | +28.6% | -80.9% | -52.8% |
| YTD | -52.3% | +51.1% | -103.4% | -58.7% |
| All | -83.7% | +57.1% | -140.7% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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