+1,042.9%
IRM vs WU
-19.6%
+1,062.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -0.5% | -0.8% | +0.4% | -0.2% |
| 30D | -8.1% | -1.1% | -7.0% | -7.8% |
| 3M | -9.7% | -3.9% | -5.8% | -9.8% |
| 6M | +10.0% | -20.7% | +30.7% | +17.2% |
| YTD | +43.0% | -18.4% | +61.4% | +50.2% |
| 1Y | +32.7% | -8.1% | +40.7% | +32.5% |
| 3Y | +102.7% | -24.2% | +126.9% | +112.6% |
| 5Y | +187.6% | -50.4% | +238.0% | +244.4% |
| 10Y | +420.1% | -40.0% | +460.1% | +470.9% |
| All | +1,042.9% | -19.6% | +1,062.5% | +889.8% |
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