-83.2%
IRE vs NWSA
+13.0%
-96.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -7.4% |
| 7D | +29.0% | -3.1% | +32.1% | +23.7% |
| 30D | +24.2% | +4.3% | +19.9% | +33.1% |
| 3M | -53.2% | +9.2% | -62.4% | -43.4% |
| 6M | -36.0% | +21.6% | -57.6% | -20.6% |
| YTD | -51.0% | +14.2% | -65.2% | -43.2% |
| All | -83.2% | +13.0% | -96.3% | -80.4% |
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