+188.3%
ITW vs IRM
+440.8%
-252.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | -8.3% | -7.4% | -0.9% | -6.1% |
| 3M | +6.0% | -7.4% | +13.4% | +8.2% |
| 6M | 0.0% | +8.7% | -8.7% | -4.1% |
| YTD | +10.2% | +40.9% | -30.7% | -3.9% |
| 1Y | +3.2% | +20.5% | -17.3% | -5.4% |
| 3Y | +21.0% | +101.7% | -80.7% | -12.6% |
| 5Y | +37.9% | +197.7% | -159.7% | -16.1% |
| All | +188.3% | +440.8% | -252.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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