-83.2%
IRE vs GWRE
-43.8%
-39.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.0% | -1.8% | -9.7% |
| 7D | +29.0% | -26.2% | +55.3% | +10.6% |
| 30D | +24.2% | -17.8% | +42.0% | +14.4% |
| 3M | -53.2% | +14.2% | -67.4% | -49.4% |
| 6M | -36.0% | -12.9% | -23.1% | -33.0% |
| YTD | -51.0% | -29.2% | -21.8% | -56.1% |
| All | -83.2% | -43.8% | -39.4% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling