-97.5%
IRE vs NWSA
-0.9%
-96.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.1% | -11.4% | -15.1% |
| 7D | +11.1% | -0.8% | +11.9% | +10.3% |
| 30D | -75.2% | -11.3% | -63.8% | -77.5% |
| 3M | -86.4% | -8.1% | -78.3% | -86.7% |
| 6M | -94.8% | -0.7% | -94.2% | -94.2% |
| YTD | -93.3% | +1.3% | -94.6% | -93.0% |
| 1Y | -97.5% | -1.3% | -96.2% | -97.4% |
| All | -97.5% | -0.9% | -96.6% | -97.4% |
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 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