+423.6%
IRM vs NWSA
+148.8%
+274.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -1.8% | -4.8% | +2.9% | -0.2% |
| 30D | -7.8% | +3.0% | -10.7% | -8.7% |
| 3M | -7.9% | +9.3% | -17.2% | -11.2% |
| 6M | +6.3% | +23.2% | -16.9% | -2.2% |
| YTD | +38.2% | +13.3% | +24.8% | +30.3% |
| 1Y | +19.8% | +2.9% | +16.9% | +17.0% |
| 3Y | +98.8% | +43.3% | +55.4% | +70.3% |
| 5Y | +191.8% | +40.9% | +150.9% | +144.1% |
| All | +423.6% | +148.8% | +274.8% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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