+111.8%
IRM vs WU
-23.0%
+134.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +6.8% | -2.0% | +8.8% | +7.1% |
| 30D | +2.6% | +11.4% | -8.8% | +0.5% |
| 3M | -9.5% | -6.8% | -2.6% | -8.5% |
| 6M | -8.5% | -14.6% | +6.1% | -6.5% |
| YTD | +40.3% | -20.6% | +60.9% | +45.1% |
| 1Y | +28.7% | -15.4% | +44.0% | +30.7% |
| 3Y | +111.8% | -23.6% | +135.4% | +114.7% |
| All | +111.8% | -23.0% | +134.9% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling