+727.5%
IWF vs IRM
+2,971.4%
-2,243.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | -0.4% | -8.1% | +7.7% | +2.2% |
| 3M | -2.6% | -9.7% | +7.1% | +0.3% |
| 6M | +9.1% | +10.0% | -0.8% | +5.0% |
| YTD | +4.5% | +43.0% | -38.5% | -8.2% |
| 1Y | +10.1% | +32.7% | -22.6% | -1.4% |
| 3Y | +77.6% | +102.7% | -25.1% | +35.4% |
| 5Y | +73.7% | +187.6% | -113.8% | +16.6% |
| 10Y | +411.5% | +420.1% | -8.6% | +169.1% |
| All | +727.5% | +2,971.4% | -2,243.8% | +116.3% |
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