-82.0%
IRE vs NWSA
+13.5%
-95.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.9% | +12.1% | +7.5% |
| 7D | +58.9% | -2.6% | +61.6% | +53.3% |
| 30D | +17.2% | +4.6% | +12.6% | +26.1% |
| 3M | -58.6% | +10.2% | -68.8% | -49.6% |
| 6M | -23.5% | +21.6% | -45.1% | -4.6% |
| YTD | -47.4% | +14.6% | -62.1% | -38.7% |
| All | -82.0% | +13.5% | -95.5% | -78.9% |
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