-83.7%
IRE vs TW
-1.5%
-82.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.8% | +13.2% | +15.5% |
| 7D | +54.8% | -2.3% | +57.1% | +48.6% |
| 30D | +18.4% | +3.9% | +14.5% | +28.8% |
| 3M | -66.7% | +5.7% | -72.4% | -61.4% |
| 6M | -52.3% | -14.5% | -37.8% | -51.5% |
| YTD | -52.3% | -0.9% | -51.4% | -40.9% |
| All | -83.7% | -1.5% | -82.2% | -79.8% |
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