-97.1%
IRE vs WU
-4.2%
-92.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -2.0% | +41.6% | +38.0% |
| 7D | -27.2% | +11.7% | -38.9% | -18.7% |
| 30D | -75.1% | +12.6% | -87.7% | -71.9% |
| 3M | -77.9% | -0.5% | -77.4% | -76.3% |
| 6M | -94.6% | -18.2% | -76.4% | -94.9% |
| YTD | -91.5% | -19.0% | -72.5% | -92.1% |
| 1Y | -97.8% | -16.7% | -81.1% | -98.0% |
| All | -97.1% | -4.2% | -92.9% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling