+104.4%
IRM vs WWD
+164.2%
-59.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | -4.2% | -6.4% | +2.2% | -2.4% |
| 3M | -5.4% | -5.6% | +0.3% | -4.3% |
| 6M | +12.0% | -9.1% | +21.1% | +14.0% |
| YTD | +42.0% | +12.5% | +29.5% | +34.6% |
| 1Y | +29.9% | +41.3% | -11.5% | +13.1% |
| 3Y | +104.4% | +170.2% | -65.9% | +32.3% |
| All | +104.4% | +164.2% | -59.8% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling