+1,021.1%
IRM vs WU
-21.8%
+1,043.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +6.8% | -2.0% | +8.8% | +7.5% |
| 30D | +2.6% | +11.4% | -8.8% | -1.7% |
| 3M | -9.5% | -6.8% | -2.6% | -8.2% |
| 6M | -8.5% | -14.6% | +6.1% | -5.6% |
| YTD | +40.3% | -20.6% | +60.9% | +47.5% |
| 1Y | +28.7% | -15.4% | +44.0% | +32.0% |
| 3Y | +111.8% | -23.6% | +135.4% | +120.3% |
| 5Y | +189.1% | -43.4% | +232.5% | +227.1% |
| 10Y | +519.8% | -38.8% | +558.6% | +570.0% |
| All | +1,021.1% | -21.8% | +1,043.0% | +871.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling