+2,491.1%
IRM vs WTW
+1,094.8%
+1,396.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.8% | +0.5% |
| 7D | +3.0% | -7.1% | +10.1% | +5.6% |
| 30D | -5.2% | -8.5% | +3.3% | -2.5% |
| 3M | -8.0% | +20.6% | -28.6% | -14.3% |
| 6M | +9.2% | +7.2% | +2.0% | +4.8% |
| YTD | +41.0% | -3.9% | +44.9% | +39.7% |
| 1Y | +23.3% | -3.6% | +26.8% | +21.8% |
| 3Y | +102.8% | +60.7% | +42.2% | +64.8% |
| 5Y | +192.8% | +42.2% | +150.6% | +147.3% |
| 10Y | +439.6% | +195.5% | +244.2% | +245.0% |
| All | +2,491.1% | +1,094.8% | +1,396.2% | +1,137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling