+29.6%
IWD vs IRM
+10.0%
+19.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.6% | -5.1% | +6.6% | +2.3% |
| 30D | +3.6% | -3.3% | +6.8% | +4.1% |
| 3M | +2.0% | -8.2% | +10.2% | +3.2% |
| 6M | +13.1% | -12.8% | +25.8% | +15.1% |
| YTD | +26.2% | +36.6% | -10.4% | +18.3% |
| 1Y | +29.6% | +11.9% | +17.7% | +27.1% |
| All | +29.6% | +10.0% | +19.6% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling