+201.0%
IWD vs IRM
+524.5%
-323.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | +1.7% | +8.6% | -6.9% | -1.0% |
| 30D | +3.2% | 0.0% | +3.2% | +2.9% |
| 3M | +2.3% | -7.1% | +9.4% | +4.2% |
| 6M | +12.9% | -7.9% | +20.8% | +14.9% |
| YTD | +26.2% | +41.3% | -15.1% | +10.2% |
| 1Y | +28.3% | +20.7% | +7.5% | +17.9% |
| 3Y | +84.4% | +112.2% | -27.8% | +33.2% |
| 5Y | +73.0% | +191.2% | -118.2% | +8.8% |
| All | +201.0% | +524.5% | -323.5% | +39.3% |
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