-97.1%
IRE vs NWSA
+0.8%
-97.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.3% | +39.9% | +39.3% |
| 7D | -27.2% | -9.4% | -17.8% | -32.8% |
| 30D | -75.1% | -7.8% | -67.4% | -76.2% |
| 3M | -77.9% | -10.8% | -67.1% | -79.4% |
| 6M | -94.6% | +1.1% | -95.6% | -93.9% |
| YTD | -91.5% | +1.8% | -93.3% | -91.0% |
| 1Y | -97.8% | +6.0% | -103.8% | -97.6% |
| All | -97.1% | +0.8% | -97.9% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling