+221.6%
ACWI vs IRM
+481.3%
-259.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.2% | -5.1% | +4.9% | +1.3% |
| 30D | -3.3% | -3.3% | 0.0% | -2.5% |
| 3M | -3.4% | -8.2% | +4.8% | -1.2% |
| 6M | +0.8% | -12.8% | +13.6% | +4.4% |
| YTD | +10.7% | +36.6% | -25.9% | -0.9% |
| 1Y | +11.6% | +11.9% | -0.3% | +6.1% |
| 3Y | +73.4% | +105.1% | -31.7% | +31.5% |
| 5Y | +60.2% | +182.4% | -122.2% | +7.7% |
| 10Y | +221.6% | +505.1% | -283.6% | +63.5% |
| All | +221.6% | +481.3% | -259.7% | +63.5% |
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