+32.1%
IRM vs WETO
-99.4%
+131.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +2.0% |
| 7D | -1.4% | -4.3% | +2.9% | -1.4% |
| 30D | -7.4% | -39.9% | +32.5% | -7.1% |
| 3M | -7.4% | -97.9% | +90.5% | -5.4% |
| 6M | +8.7% | -95.0% | +103.7% | +9.9% |
| YTD | +40.9% | -97.2% | +138.1% | +43.5% |
| 1Y | +20.5% | -98.9% | +119.4% | +23.7% |
| All | +32.1% | -99.4% | +131.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling