-97.4%
IRE vs BWA
+15.7%
-113.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -10.4% |
| 7D | -15.5% | -0.6% | -14.9% | -11.3% |
| 30D | -70.4% | -16.1% | -54.3% | -59.9% |
| 3M | -81.6% | -24.6% | -57.0% | -71.6% |
| 6M | -94.7% | -15.7% | -79.0% | -91.6% |
| YTD | -91.8% | +15.1% | -106.8% | -88.5% |
| All | -97.4% | +15.7% | -113.1% | -96.3% |
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