-97.2%
IRE vs BWA
+19.6%
-116.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -10.5% |
| 7D | -15.5% | -0.6% | -14.9% | -11.3% |
| 30D | -70.4% | -16.1% | -54.3% | -59.8% |
| 3M | -81.6% | -24.6% | -57.0% | -71.5% |
| 6M | -94.7% | -15.7% | -79.0% | -91.6% |
| YTD | -91.8% | +15.1% | -106.8% | -89.1% |
| 1Y | -97.6% | +15.9% | -113.4% | -96.4% |
| All | -97.2% | +19.6% | -116.8% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling