-52.3%
IRE vs NWSA
+28.2%
-80.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +9.8% |
| 7D | +54.8% | -1.9% | +56.7% | +48.7% |
| 30D | +18.4% | +4.6% | +13.8% | +34.2% |
| 3M | -66.7% | +13.2% | -80.0% | -52.8% |
| 6M | -52.3% | +27.0% | -79.3% | -39.5% |
| All | -52.3% | +28.2% | -80.5% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling