+839.2%
IRM vs GWRE
+736.4%
+102.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -1.8% | -30.9% | +29.1% | +4.0% |
| 30D | -7.8% | -20.7% | +12.9% | -4.8% |
| 3M | -7.9% | +20.2% | -28.0% | -12.6% |
| 6M | +6.3% | -11.9% | +18.2% | +5.7% |
| YTD | +38.2% | -30.3% | +68.5% | +43.0% |
| 1Y | +19.8% | -44.6% | +64.5% | +29.9% |
| 3Y | +98.8% | +48.8% | +50.0% | +71.8% |
| 5Y | +191.8% | +14.8% | +177.0% | +158.1% |
| 10Y | +428.8% | +128.1% | +300.7% | +301.0% |
| All | +839.2% | +736.4% | +102.8% | +511.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling