-97.7%
IRE vs BWA
+17.4%
-115.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -2.5% | -20.7% | -19.7% |
| 7D | -46.8% | -9.9% | -36.9% | -37.2% |
| 30D | -75.5% | -16.4% | -59.1% | -67.3% |
| 3M | -79.4% | -19.8% | -59.6% | -71.4% |
| 6M | -91.3% | -10.0% | -81.3% | -86.7% |
| YTD | -90.8% | +12.7% | -103.6% | -88.0% |
| 1Y | -97.7% | +15.7% | -113.4% | -97.0% |
| All | -97.7% | +17.4% | -115.1% | -97.0% |
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