+808.3%
IWM vs IRM
+2,971.4%
-2,163.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.4% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | -1.3% | -8.1% | +6.8% | +1.9% |
| 3M | +1.6% | -9.7% | +11.3% | +5.3% |
| 6M | +13.6% | +10.0% | +3.6% | +8.5% |
| YTD | +20.8% | +43.0% | -22.2% | +3.5% |
| 1Y | +26.4% | +32.7% | -6.3% | +11.0% |
| 3Y | +60.7% | +102.7% | -42.0% | +16.2% |
| 5Y | +38.2% | +187.6% | -149.4% | -14.3% |
| 10Y | +169.5% | +420.1% | -250.6% | +26.0% |
| All | +808.3% | +2,971.4% | -2,163.1% | +102.8% |
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 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