+192.8%
IRM vs TW
+20.0%
+172.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | -5.2% | -0.6% | -4.6% | -5.1% |
| 3M | -8.0% | +3.4% | -11.4% | -9.6% |
| 6M | +9.2% | -18.4% | +27.6% | +15.1% |
| YTD | +41.0% | -3.9% | +44.9% | +40.1% |
| 1Y | +23.3% | -13.3% | +36.6% | +26.8% |
| 3Y | +102.8% | +20.8% | +82.0% | +83.8% |
| 5Y | +192.8% | +20.3% | +172.5% | +162.0% |
| All | +192.8% | +20.0% | +172.7% | +162.0% |
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