+354.6%
IRM vs TW
+209.8%
+144.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.9% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | -7.8% | -1.7% | -6.0% | -7.4% |
| 3M | -7.9% | +1.6% | -9.5% | -8.8% |
| 6M | +6.3% | -17.7% | +24.0% | +10.7% |
| YTD | +38.2% | -4.3% | +42.5% | +37.7% |
| 1Y | +19.8% | -13.1% | +32.9% | +22.4% |
| 3Y | +98.8% | +20.3% | +78.5% | +85.6% |
| 5Y | +191.8% | +22.0% | +169.8% | +165.0% |
| All | +354.6% | +209.8% | +144.8% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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