+192.8%
IRM vs NWSA
+40.1%
+152.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +3.0% | -3.1% | +6.1% | +4.0% |
| 30D | -5.2% | +4.3% | -9.5% | -6.5% |
| 3M | -8.0% | +9.2% | -17.3% | -11.0% |
| 6M | +9.2% | +21.6% | -12.4% | +1.3% |
| YTD | +41.0% | +14.2% | +26.8% | +33.3% |
| 1Y | +23.3% | +1.8% | +21.5% | +21.7% |
| 3Y | +102.8% | +44.4% | +58.4% | +74.0% |
| 5Y | +192.8% | +41.0% | +151.8% | +140.7% |
| All | +192.8% | +40.1% | +152.7% | +140.7% |
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