+9.5%
SW vs IRE
-97.0%
+106.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -23.2% | +27.3% | +4.4% |
| 7D | +12.1% | -46.8% | +58.9% | +13.0% |
| 30D | +6.6% | -75.5% | +82.1% | +9.1% |
| 3M | -6.0% | -79.4% | +73.4% | -3.8% |
| 6M | +21.5% | -91.3% | +112.7% | +26.1% |
| YTD | +20.3% | -90.8% | +111.2% | +20.9% |
| 1Y | +28.1% | -97.7% | +125.9% | +33.5% |
| All | +9.5% | -97.0% | +106.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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