-97.7%
IRE vs WETO
-99.3%
+1.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +11.4% | -34.6% | -23.2% |
| 7D | -46.8% | +3.6% | -50.4% | -46.8% |
| 30D | -75.5% | -17.2% | -58.3% | -75.5% |
| 3M | -79.4% | -83.7% | +4.3% | -78.9% |
| 6M | -91.3% | -98.3% | +7.0% | -90.2% |
| YTD | -90.8% | -99.0% | +8.2% | -89.6% |
| 1Y | -97.7% | -99.4% | +1.6% | -98.0% |
| All | -97.7% | -99.3% | +1.6% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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