+69.3%
IWD vs IRM
+168.2%
-98.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.6% |
| 7D | -0.5% | -8.6% | +8.1% | +1.9% |
| 30D | +2.7% | -8.0% | +10.6% | +4.8% |
| 3M | +0.9% | -12.0% | +12.9% | +4.0% |
| 6M | +10.5% | -18.2% | +28.7% | +16.0% |
| YTD | +23.7% | +31.4% | -7.7% | +11.9% |
| 1Y | +28.7% | +9.2% | +19.6% | +23.0% |
| 3Y | +79.7% | +94.6% | -14.9% | +34.0% |
| All | +69.3% | +168.2% | -98.9% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling