-97.1%
IRE vs TW
+18.5%
-115.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.1% | +39.5% | +39.8% |
| 7D | -27.2% | +4.2% | -31.4% | -20.7% |
| 30D | -75.1% | +18.9% | -94.1% | -64.4% |
| 3M | -77.9% | +23.8% | -101.6% | -65.6% |
| 6M | -94.6% | +17.0% | -111.6% | -91.4% |
| YTD | -91.5% | +19.2% | -110.8% | -84.7% |
| 1Y | -97.8% | +20.1% | -117.9% | -96.0% |
| All | -97.1% | +18.5% | -115.6% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling