+9,974.9%
IRM vs WY
+265.9%
+9,709.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.2% |
| 7D | +1.6% | -2.1% | +3.7% | +2.4% |
| 30D | -4.2% | -10.5% | +6.3% | -0.5% |
| 3M | -5.4% | -4.9% | -0.5% | -4.2% |
| 6M | +12.0% | -4.9% | +16.9% | +13.3% |
| YTD | +42.0% | -1.7% | +43.7% | +41.5% |
| 1Y | +29.9% | -9.4% | +39.2% | +32.8% |
| 3Y | +104.4% | -22.3% | +126.7% | +119.1% |
| 5Y | +191.0% | -20.5% | +211.5% | +209.5% |
| 10Y | +417.1% | +4.9% | +412.2% | +373.6% |
| All | +9,974.9% | +265.9% | +9,709.0% | +6,232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling