+3,107.0%
ITW vs IRM
+9,897.4%
-6,790.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -0.4% | +1.6% | -2.1% | -0.9% |
| 30D | -9.4% | -4.2% | -5.2% | -8.5% |
| 3M | +7.1% | -5.4% | +12.5% | +8.3% |
| 6M | -1.9% | +12.0% | -13.9% | -5.7% |
| YTD | +10.4% | +42.0% | -31.6% | -0.9% |
| 1Y | +3.3% | +29.9% | -26.6% | -5.5% |
| 3Y | +21.0% | +104.4% | -83.3% | -4.4% |
| 5Y | +36.3% | +191.0% | -154.7% | -3.5% |
| 10Y | +185.8% | +417.1% | -231.3% | +67.7% |
| All | +3,107.0% | +9,897.4% | -6,790.4% | +1,149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling