+101.7%
IRM vs WTW
+61.9%
+39.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -1.4% | -5.7% | +4.3% | -1.0% |
| 30D | -7.4% | -7.3% | -0.1% | -6.9% |
| 3M | -7.4% | +21.5% | -28.8% | -9.0% |
| 6M | +8.7% | +9.6% | -1.0% | +7.7% |
| YTD | +40.9% | -3.3% | +44.2% | +43.6% |
| 1Y | +20.5% | -6.1% | +26.7% | +23.8% |
| 3Y | +101.7% | +61.8% | +39.9% | +75.5% |
| All | +101.7% | +61.9% | +39.8% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling