+512.6%
IRM vs WCC
+453.1%
+59.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.6% |
| 7D | -5.3% | +3.3% | -8.6% | -5.9% |
| 30D | -2.3% | -9.4% | +7.1% | 0.0% |
| 3M | -7.4% | -10.5% | +3.1% | -5.1% |
| 6M | -12.2% | -10.4% | -1.8% | -10.4% |
| YTD | +38.6% | +34.4% | +4.2% | +27.5% |
| 1Y | +14.9% | +27.7% | -12.8% | +7.0% |
| 3Y | +108.2% | +137.9% | -29.8% | +58.7% |
| 5Y | +183.8% | +147.0% | +36.8% | +106.2% |
| 10Y | +512.6% | +442.5% | +70.1% | +231.8% |
| All | +512.6% | +453.1% | +59.5% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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