+1,029.3%
IRM vs WU
-22.9%
+1,052.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +8.6% | -5.3% | +13.9% | +10.5% |
| 30D | 0.0% | +9.0% | -9.0% | -3.5% |
| 3M | -7.1% | -3.6% | -3.6% | -6.9% |
| 6M | -7.9% | -19.4% | +11.5% | -3.1% |
| YTD | +41.3% | -21.7% | +63.0% | +49.2% |
| 1Y | +20.7% | -16.1% | +36.9% | +24.3% |
| 3Y | +112.2% | -24.1% | +136.3% | +121.1% |
| 5Y | +191.2% | -44.1% | +235.3% | +231.0% |
| 10Y | +524.3% | -39.6% | +563.9% | +578.0% |
| All | +1,029.3% | -22.9% | +1,052.2% | +883.5% |
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