+171.7%
IWM vs IRM
+418.7%
-247.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.1% |
| 7D | -1.1% | +3.0% | -4.2% | -2.4% |
| 30D | -3.1% | -5.2% | +2.1% | -1.1% |
| 3M | +2.2% | -8.0% | +10.2% | +5.3% |
| 6M | +15.1% | +9.2% | +5.9% | +10.0% |
| YTD | +18.6% | +41.0% | -22.4% | +1.4% |
| 1Y | +24.0% | +23.3% | +0.7% | +11.6% |
| 3Y | +63.7% | +102.8% | -39.1% | +14.8% |
| 5Y | +38.2% | +192.8% | -154.6% | -18.5% |
| 10Y | +171.7% | +439.6% | -267.9% | +19.8% |
| All | +171.7% | +418.7% | -247.0% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling