+191.8%
IRM vs WY
-22.3%
+214.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -0.7% |
| 7D | -1.8% | -3.7% | +1.9% | +0.1% |
| 30D | -7.8% | -11.3% | +3.5% | -2.1% |
| 3M | -7.9% | -8.1% | +0.3% | -4.6% |
| 6M | +6.3% | -7.4% | +13.8% | +9.4% |
| YTD | +38.2% | -4.7% | +42.9% | +38.8% |
| 1Y | +19.8% | -9.2% | +29.0% | +23.4% |
| 3Y | +98.8% | -24.7% | +123.5% | +124.0% |
| 5Y | +191.8% | -21.6% | +213.3% | +230.2% |
| All | +191.8% | -22.3% | +214.1% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling