+18.7%
IRM vs WU
-18.0%
+36.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.8% | +1.2% |
| 7D | +2.6% | +8.2% | -5.6% | +1.9% |
| 30D | +5.6% | +8.0% | -2.4% | +4.9% |
| 3M | -4.7% | -6.6% | +1.9% | -4.1% |
| 6M | -6.1% | -23.3% | +17.2% | -3.3% |
| YTD | +46.3% | -22.4% | +68.7% | +48.8% |
| 1Y | +18.7% | -18.0% | +36.7% | +17.3% |
| All | +18.7% | -18.0% | +36.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling