-82.0%
IRE vs WU
-5.9%
-76.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.5% | +12.7% | +9.2% |
| 7D | +58.9% | -0.8% | +59.8% | +58.3% |
| 30D | +17.2% | -1.1% | +18.3% | +16.5% |
| 3M | -58.6% | -1.8% | -56.8% | -60.7% |
| 6M | -23.5% | -23.9% | +0.5% | -37.1% |
| YTD | -47.4% | -20.4% | -27.0% | -54.6% |
| All | -82.0% | -5.9% | -76.1% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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