+9,589.6%
IRM vs WWD
+15,540.9%
-5,951.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | -3.3% | -0.4% | -2.8% | -3.1% |
| 3M | -8.2% | -6.1% | -2.1% | -6.7% |
| 6M | -12.8% | -9.5% | -3.2% | -10.9% |
| YTD | +36.6% | +10.8% | +25.8% | +31.7% |
| 1Y | +11.9% | +23.5% | -11.6% | +4.8% |
| 3Y | +105.1% | +151.3% | -46.1% | +58.9% |
| 5Y | +182.4% | +187.8% | -5.4% | +109.2% |
| 10Y | +505.1% | +461.1% | +44.0% | +263.3% |
| All | +9,589.6% | +15,540.9% | -5,951.3% | +3,041.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling