-97.3%
IRE vs BWA
+19.2%
-116.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.6% | +10.5% | +9.7% |
| 7D | -15.1% | +1.7% | -16.8% | -13.8% |
| 30D | -71.4% | -14.6% | -56.8% | -61.6% |
| 3M | -81.2% | -26.2% | -54.9% | -69.7% |
| 6M | -93.7% | -18.4% | -75.3% | -89.8% |
| YTD | -92.2% | +14.7% | -106.9% | -89.6% |
| 1Y | -97.3% | +13.3% | -110.6% | -95.7% |
| All | -97.3% | +19.2% | -116.5% | -96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling