+202.4%
IWD vs IRM
+481.3%
-278.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.6% | -5.1% | +6.6% | +3.1% |
| 30D | +3.6% | -3.3% | +6.8% | +4.4% |
| 3M | +2.0% | -8.2% | +10.2% | +4.3% |
| 6M | +13.1% | -12.8% | +25.8% | +17.1% |
| YTD | +26.2% | +36.6% | -10.4% | +11.4% |
| 1Y | +29.6% | +11.9% | +17.7% | +22.2% |
| 3Y | +84.3% | +105.1% | -20.8% | +34.6% |
| 5Y | +73.4% | +182.4% | -109.0% | +10.2% |
| 10Y | +202.4% | +505.1% | -302.7% | +41.4% |
| All | +202.4% | +481.3% | -278.9% | +41.4% |
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