-98.0%
IRE vs WU
-6.1%
-91.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.4% | -15.7% | -13.3% |
| 7D | -31.8% | -2.0% | -29.8% | -32.6% |
| 30D | -71.8% | +11.4% | -83.2% | -68.4% |
| 3M | -88.9% | -6.8% | -82.1% | -88.5% |
| 6M | -95.4% | -14.6% | -80.7% | -95.5% |
| YTD | -94.2% | -20.6% | -73.6% | -94.7% |
| 1Y | -97.1% | -15.4% | -81.7% | -97.3% |
| All | -98.0% | -6.1% | -91.9% | -98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling