-97.8%
IRE vs NWSA
-0.1%
-97.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.2% | -16.0% | -15.7% |
| 7D | -41.9% | -9.7% | -32.2% | -47.0% |
| 30D | -75.1% | -8.6% | -66.5% | -76.5% |
| 3M | -82.4% | -6.3% | -76.1% | -82.4% |
| 6M | -95.5% | -1.2% | -94.3% | -95.0% |
| YTD | -93.1% | +2.6% | -95.7% | -92.8% |
| 1Y | -97.8% | 0.0% | -97.8% | -97.7% |
| All | -97.8% | -0.1% | -97.6% | -97.7% |
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