+101.8%
IRM vs WY
-23.0%
+124.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.0% | -1.7% | +4.7% | +3.7% |
| 30D | -5.2% | -9.9% | +4.6% | -1.3% |
| 3M | -8.0% | -7.5% | -0.5% | -5.6% |
| 6M | +9.2% | -5.1% | +14.3% | +10.6% |
| YTD | +41.0% | -2.1% | +43.1% | +39.9% |
| 1Y | +23.3% | -7.3% | +30.6% | +25.4% |
| All | +101.8% | -23.0% | +124.8% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling