-97.2%
IRE vs TW
+19.0%
-116.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -1.7% |
| 7D | -15.5% | +3.4% | -18.9% | -9.8% |
| 30D | -70.4% | +15.5% | -85.9% | -60.0% |
| 3M | -81.6% | +25.1% | -106.8% | -70.9% |
| 6M | -94.7% | +18.2% | -112.9% | -91.5% |
| YTD | -91.8% | +19.7% | -111.5% | -85.0% |
| 1Y | -97.6% | +18.1% | -115.7% | -95.7% |
| All | -97.2% | +19.0% | -116.1% | -94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling