-97.7%
IRE vs TW
+20.8%
-118.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.0% | -24.2% | -21.3% |
| 7D | -46.8% | +6.0% | -52.8% | -39.9% |
| 30D | -75.5% | +18.6% | -94.1% | -65.0% |
| 3M | -79.4% | +26.5% | -106.0% | -66.2% |
| 6M | -91.3% | +13.1% | -104.4% | -86.5% |
| YTD | -90.8% | +18.5% | -109.4% | -83.4% |
| 1Y | -97.7% | +21.7% | -119.4% | -95.7% |
| All | -97.7% | +20.8% | -118.5% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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