+434.2%
IRM vs WTW
+198.0%
+236.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -1.4% | -5.7% | +4.3% | +0.5% |
| 30D | -7.4% | -7.3% | -0.1% | -5.2% |
| 3M | -7.4% | +21.5% | -28.8% | -14.1% |
| 6M | +8.7% | +9.6% | -1.0% | +3.5% |
| YTD | +40.9% | -3.3% | +44.2% | +39.9% |
| 1Y | +20.5% | -6.1% | +26.7% | +20.9% |
| 3Y | +101.7% | +61.8% | +39.9% | +57.8% |
| 5Y | +197.7% | +42.7% | +155.0% | +143.2% |
| All | +434.2% | +198.0% | +236.1% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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