+191.2%
IRM vs TW
+41.5%
+149.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +8.6% | +3.2% | +5.4% | +7.8% |
| 30D | 0.0% | +19.7% | -19.7% | -4.3% |
| 3M | -7.1% | +26.8% | -34.0% | -12.5% |
| 6M | -7.9% | +20.9% | -28.7% | -12.7% |
| YTD | +41.3% | +22.9% | +18.4% | +32.0% |
| 1Y | +20.7% | +20.4% | +0.4% | +13.6% |
| 3Y | +112.2% | +42.9% | +69.3% | +86.1% |
| 5Y | +191.2% | +40.2% | +151.0% | +149.5% |
| All | +191.2% | +41.5% | +149.8% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling