-84.4%
IRE vs GWRE
-44.3%
-40.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +1.2% |
| 7D | -4.5% | -13.2% | +8.7% | -11.9% |
| 30D | -7.8% | -18.6% | +10.7% | -15.8% |
| 3M | -60.0% | +18.9% | -78.9% | -56.4% |
| 6M | -48.3% | -11.0% | -37.3% | -45.6% |
| YTD | -54.5% | -29.9% | -24.6% | -59.4% |
| All | -84.4% | -44.3% | -40.1% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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