+7,336.5%
WELL vs IRM
+9,515.1%
-2,178.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +3.0% | -5.1% | +8.1% | +4.4% |
| 30D | +10.2% | -3.3% | +13.5% | +10.9% |
| 3M | +6.1% | -8.2% | +14.3% | +8.2% |
| 6M | +16.6% | -12.8% | +29.4% | +20.3% |
| YTD | +35.3% | +36.6% | -1.3% | +21.3% |
| 1Y | +31.5% | +11.9% | +19.6% | +24.7% |
| 3Y | +206.5% | +105.1% | +101.4% | +136.8% |
| 5Y | +222.0% | +182.4% | +39.6% | +124.1% |
| 10Y | +473.8% | +505.1% | -31.4% | +222.2% |
| All | +7,336.5% | +9,515.1% | -2,178.5% | +2,781.5% |
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