-97.2%
IRE vs NWSA
+1.4%
-98.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -1.9% |
| 7D | -15.5% | -10.5% | -5.0% | -24.3% |
| 30D | -70.4% | -8.8% | -61.6% | -72.3% |
| 3M | -81.6% | -6.5% | -75.1% | -81.9% |
| 6M | -94.7% | -1.3% | -93.4% | -94.1% |
| YTD | -91.8% | +2.5% | -94.2% | -91.2% |
| 1Y | -97.6% | +0.2% | -97.8% | -97.4% |
| All | -97.2% | +1.4% | -98.6% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling