-84.5%
IRE vs GWRE
-44.6%
-39.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.3% | -8.7% |
| 7D | +7.9% | -30.9% | +38.9% | -10.7% |
| 30D | +9.3% | -20.7% | +30.0% | -1.4% |
| 3M | -52.3% | +20.2% | -72.5% | -48.0% |
| 6M | -38.5% | -11.9% | -26.6% | -35.6% |
| YTD | -54.8% | -30.3% | -24.5% | -59.9% |
| All | -84.5% | -44.6% | -39.9% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling