+32.7%
IRM vs GWRE
-25.4%
+58.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -19.9% | +21.6% | +1.4% |
| 7D | -0.5% | -21.1% | +20.6% | -0.7% |
| 30D | -8.1% | +1.3% | -9.4% | -8.2% |
| 3M | -9.7% | +7.4% | -17.1% | -9.8% |
| 6M | +10.0% | +5.6% | +4.4% | +10.2% |
| YTD | +43.0% | -19.2% | +62.2% | +46.8% |
| 1Y | +32.7% | -25.1% | +57.8% | +38.0% |
| All | +32.7% | -25.4% | +58.1% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling