+7,311.0%
WELL vs IRM
+9,515.1%
-2,204.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.7% | -5.1% | +7.8% | +4.0% |
| 30D | +9.8% | -3.3% | +13.1% | +10.5% |
| 3M | +5.8% | -8.2% | +13.9% | +7.8% |
| 6M | +16.2% | -12.8% | +29.0% | +19.8% |
| YTD | +34.9% | +36.6% | -1.7% | +20.9% |
| 1Y | +31.0% | +11.9% | +19.1% | +24.3% |
| 3Y | +205.4% | +105.1% | +100.3% | +136.0% |
| 5Y | +220.8% | +182.4% | +38.5% | +123.3% |
| 10Y | +471.8% | +505.1% | -33.3% | +221.1% |
| All | +7,311.0% | +9,515.1% | -2,204.1% | +2,771.6% |
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