+180.8%
IRM vs NWSA
+18.8%
+162.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.6% |
| 7D | +6.8% | +2.2% | +4.6% | +6.0% |
| 30D | +2.6% | -8.8% | +11.4% | +5.8% |
| 3M | -9.5% | -6.5% | -3.0% | -7.5% |
| 6M | -8.5% | +1.5% | -10.0% | -9.6% |
| YTD | +40.3% | +4.0% | +36.2% | +36.6% |
| 1Y | +28.7% | +3.4% | +25.2% | +25.6% |
| 3Y | +111.8% | +34.8% | +77.0% | +85.0% |
| All | +180.8% | +18.8% | +162.0% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling