+222.2%
ACWI vs IRM
+480.4%
-258.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.4% |
| 7D | +0.3% | -3.8% | +4.1% | +1.4% |
| 30D | -2.8% | -3.2% | +0.4% | -2.0% |
| 3M | -3.2% | -7.8% | +4.6% | -1.1% |
| 6M | +1.3% | -12.7% | +14.0% | +4.8% |
| YTD | +11.2% | +36.7% | -25.5% | -0.4% |
| 1Y | +13.8% | +10.0% | +3.7% | +8.7% |
| 3Y | +76.2% | +107.2% | -31.0% | +33.3% |
| 5Y | +59.5% | +181.6% | -122.1% | +7.4% |
| 10Y | +222.2% | +481.1% | -258.9% | +65.4% |
| All | +222.2% | +480.4% | -258.2% | +65.4% |
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