+59.5%
ACWI vs IRM
+188.8%
-129.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | +2.7% | +8.6% | -5.9% | +0.2% |
| 30D | -2.6% | 0.0% | -2.6% | -2.8% |
| 3M | -3.2% | -7.1% | +4.0% | -1.4% |
| 6M | +1.9% | -7.9% | +9.8% | +3.7% |
| YTD | +11.3% | +41.3% | -30.0% | -1.3% |
| 1Y | +11.7% | +20.7% | -9.1% | +3.8% |
| 3Y | +74.4% | +112.2% | -37.8% | +27.1% |
| 5Y | +59.5% | +191.2% | -131.7% | +2.2% |
| All | +59.5% | +188.8% | -129.4% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling