+19.6%
ITW vs IRM
+98.2%
-78.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -9.5% | -7.8% | -1.8% | -8.2% |
| 3M | +6.6% | -7.9% | +14.5% | +8.0% |
| 6M | -1.8% | +6.3% | -8.1% | -3.9% |
| YTD | +9.0% | +38.2% | -29.1% | +0.4% |
| 1Y | +3.6% | +19.8% | -16.3% | -2.0% |
| All | +19.6% | +98.2% | -78.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling