-97.1%
IRE vs BWA
+13.5%
-110.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +2.7% | +36.9% | +35.5% |
| 7D | -27.2% | -5.5% | -21.7% | -17.0% |
| 30D | -75.1% | -21.7% | -53.4% | -62.3% |
| 3M | -77.9% | -25.6% | -52.2% | -64.2% |
| 6M | -94.6% | -17.4% | -77.2% | -90.8% |
| YTD | -91.5% | +9.2% | -100.7% | -87.8% |
| 1Y | -97.8% | +9.7% | -107.6% | -96.5% |
| All | -97.1% | +13.5% | -110.6% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling