+423.6%
IRM vs WWD
+490.2%
-66.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.5% |
| 7D | -1.8% | -2.9% | +1.1% | -0.9% |
| 30D | -7.8% | -6.6% | -1.2% | -5.8% |
| 3M | -7.9% | -9.3% | +1.5% | -5.4% |
| 6M | +6.3% | -13.6% | +19.9% | +10.3% |
| YTD | +38.2% | +10.4% | +27.8% | +31.6% |
| 1Y | +19.8% | +39.9% | -20.1% | +4.9% |
| 3Y | +98.8% | +165.0% | -66.3% | +38.0% |
| 5Y | +191.8% | +183.8% | +8.0% | +93.6% |
| All | +423.6% | +490.2% | -66.6% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WWD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling