+434.2%
IRM vs GWRE
+131.0%
+303.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -1.4% | -13.2% | +11.8% | +1.0% |
| 30D | -7.4% | -18.6% | +11.2% | -4.8% |
| 3M | -7.4% | +18.9% | -26.3% | -12.5% |
| 6M | +8.7% | -11.0% | +19.6% | +7.7% |
| YTD | +40.9% | -29.9% | +70.8% | +46.7% |
| 1Y | +20.5% | -44.3% | +64.9% | +32.4% |
| 3Y | +101.7% | +51.7% | +50.0% | +67.9% |
| 5Y | +197.7% | +15.4% | +182.2% | +154.8% |
| All | +434.2% | +131.0% | +303.2% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling