+25.0%
IWM vs IRM
+31.5%
-6.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | -2.3% | -4.2% | +1.9% | -1.2% |
| 3M | +4.0% | -5.4% | +9.3% | +5.2% |
| 6M | +17.9% | +12.0% | +5.9% | +13.3% |
| YTD | +20.2% | +42.0% | -21.8% | +7.2% |
| 1Y | +25.0% | +29.9% | -4.9% | +16.0% |
| All | +25.0% | +31.5% | -6.5% | +16.0% |
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