-1.3%
IWF vs IRM
+19.5%
-20.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -4.2% | +2.6% | -6.7% | -4.7% |
| 30D | -8.1% | +5.6% | -13.8% | -9.2% |
| 3M | -5.1% | -4.7% | -0.3% | -4.4% |
| 6M | -1.4% | -6.1% | +4.7% | -0.7% |
| YTD | -0.1% | +46.3% | -46.4% | -8.0% |
| 1Y | -1.3% | +18.7% | -20.0% | -5.9% |
| All | -1.3% | +19.5% | -20.7% | -5.9% |
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