-52.3%
IRE vs BWA
+24.4%
-76.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.8% | +11.2% | +6.6% |
| 7D | +54.8% | +5.7% | +49.1% | +35.5% |
| 30D | +18.4% | +1.4% | +17.0% | +14.4% |
| 3M | -66.7% | -12.1% | -54.6% | -48.9% |
| 6M | -52.3% | +28.6% | -80.9% | -68.7% |
| All | -52.3% | +24.4% | -76.7% | -68.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling