-97.7%
IRE vs NWSA
+18.2%
-116.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.7% | -27.0% | -17.0% |
| 7D | -46.8% | +4.3% | -51.1% | -41.7% |
| 30D | -75.5% | +5.6% | -81.1% | -72.2% |
| 3M | -79.4% | +7.3% | -86.7% | -75.6% |
| 6M | -91.3% | +18.8% | -110.1% | -88.2% |
| YTD | -90.8% | +17.9% | -108.7% | -88.4% |
| 1Y | -97.7% | +19.3% | -117.1% | -97.1% |
| All | -97.7% | +18.2% | -116.0% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling