+370.6%
IRM vs TW
+221.1%
+149.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -0.5% | -2.3% | +1.9% | +0.1% |
| 30D | -8.1% | +3.9% | -12.0% | -8.9% |
| 3M | -9.7% | +5.7% | -15.4% | -11.4% |
| 6M | +10.0% | -14.5% | +24.5% | +13.5% |
| YTD | +43.0% | -0.9% | +43.9% | +41.3% |
| 1Y | +32.7% | -13.5% | +46.2% | +35.9% |
| 3Y | +102.7% | +25.0% | +77.7% | +87.7% |
| 5Y | +187.6% | +22.7% | +164.9% | +160.6% |
| All | +370.6% | +221.1% | +149.4% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling