+64.2%
IWM vs IRM
+90.1%
-25.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -2.0% | -8.6% | +6.6% | +0.9% |
| 30D | -1.5% | -8.0% | +6.5% | +1.2% |
| 3M | -8.0% | -12.0% | +4.0% | -4.3% |
| 6M | -4.1% | -18.2% | +14.1% | +2.0% |
| YTD | +11.9% | +31.4% | -19.4% | +0.1% |
| 1Y | +15.0% | +9.2% | +5.9% | +9.7% |
| 3Y | +64.2% | +94.6% | -30.4% | -1.3% |
| All | +64.2% | +90.1% | -25.9% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling