-97.7%
IRE vs WTW
+8.6%
-106.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.0% | -26.2% | -21.1% |
| 7D | -46.8% | +4.9% | -51.7% | -44.6% |
| 30D | -75.5% | +17.1% | -92.6% | -72.5% |
| 3M | -79.4% | -0.3% | -79.1% | -78.7% |
| 6M | -91.3% | +30.7% | -121.9% | -88.5% |
| YTD | -90.8% | +3.7% | -94.6% | -88.2% |
| 1Y | -97.7% | +5.9% | -103.6% | -97.2% |
| All | -97.7% | +8.6% | -106.3% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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