+7.8%
SW vs IRE
-98.0%
+105.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -33.9% | +32.4% | -1.0% |
| 7D | +4.7% | -57.1% | +61.8% | +5.8% |
| 30D | +5.0% | -84.4% | +89.4% | +8.2% |
| 3M | -7.3% | -85.0% | +77.6% | -4.8% |
| 6M | +15.0% | -95.2% | +110.2% | +20.5% |
| YTD | +18.5% | -93.9% | +112.5% | +19.8% |
| 1Y | +27.1% | -98.8% | +126.0% | +34.6% |
| All | +7.8% | -98.0% | +105.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling