+6.8%
IWF vs IRM
+20.9%
-14.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -1.7% | -1.8% | +0.1% | -1.3% |
| 30D | -1.8% | -7.8% | +5.9% | -0.3% |
| 3M | +1.5% | -7.9% | +9.3% | +2.8% |
| 6M | +7.7% | +6.3% | +1.4% | +5.5% |
| YTD | +2.7% | +38.2% | -35.4% | -4.6% |
| 1Y | +6.8% | +19.8% | -13.1% | +1.8% |
| All | +6.8% | +20.9% | -14.1% | +1.8% |
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