+726.5%
IWD vs IRM
+2,971.4%
-2,244.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +0.6% | -8.1% | +8.7% | +3.2% |
| 3M | +7.2% | -9.7% | +16.9% | +10.3% |
| 6M | +16.2% | +10.0% | +6.2% | +11.5% |
| YTD | +23.3% | +43.0% | -19.7% | +7.9% |
| 1Y | +29.6% | +32.7% | -3.1% | +15.6% |
| 3Y | +70.5% | +102.7% | -32.3% | +28.2% |
| 5Y | +73.5% | +187.6% | -114.1% | +13.5% |
| 10Y | +198.3% | +420.1% | -221.8% | +51.6% |
| All | +726.5% | +2,971.4% | -2,244.9% | +121.3% |
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 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