+227.1%
ACWI vs IRM
+514.0%
-286.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -0.7% | -5.3% | +4.6% | +0.8% |
| 30D | -2.0% | -2.3% | +0.3% | -1.5% |
| 3M | -2.2% | -7.4% | +5.3% | -0.2% |
| 6M | +1.9% | -12.2% | +14.1% | +5.3% |
| YTD | +12.0% | +38.6% | -26.7% | -0.2% |
| 1Y | +12.5% | +14.9% | -2.4% | +6.1% |
| 3Y | +75.4% | +108.2% | -32.8% | +32.4% |
| 5Y | +61.5% | +183.8% | -122.3% | +8.5% |
| 10Y | +227.1% | +512.6% | -285.5% | +65.6% |
| All | +227.1% | +514.0% | -286.9% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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