+434.2%
IRM vs WY
+7.6%
+426.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -1.4% | -4.2% | +2.7% | +0.5% |
| 30D | -7.4% | -10.1% | +2.7% | -2.9% |
| 3M | -7.4% | -8.5% | +1.1% | -4.2% |
| 6M | +8.7% | -3.3% | +12.0% | +9.4% |
| YTD | +40.9% | -4.4% | +45.3% | +41.7% |
| 1Y | +20.5% | -11.5% | +32.0% | +25.4% |
| 3Y | +101.7% | -24.3% | +126.0% | +123.0% |
| 5Y | +197.7% | -21.3% | +219.0% | +222.0% |
| All | +434.2% | +7.6% | +426.6% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling