+361.6%
IRM vs TW
+301.3%
+60.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +6.8% | +3.9% | +2.9% | +5.9% |
| 30D | +2.6% | +19.9% | -17.3% | -1.6% |
| 3M | -9.5% | +25.9% | -35.4% | -14.2% |
| 6M | -8.5% | +21.1% | -29.6% | -13.1% |
| YTD | +40.3% | +23.9% | +16.4% | +31.6% |
| 1Y | +28.7% | +21.2% | +7.4% | +21.4% |
| 3Y | +111.8% | +44.8% | +67.0% | +89.9% |
| 5Y | +189.1% | +41.4% | +147.7% | +152.9% |
| All | +361.6% | +301.3% | +60.2% | +228.5% |
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