+142.4%
WFC vs IRM
+418.7%
-276.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.2% |
| 7D | +0.4% | +3.0% | -2.6% | -0.7% |
| 30D | +2.5% | -5.2% | +7.7% | +4.3% |
| 3M | +10.0% | -8.0% | +18.0% | +12.9% |
| 6M | +15.1% | +9.2% | +5.9% | +9.9% |
| YTD | -2.2% | +41.0% | -43.2% | -16.1% |
| 1Y | +13.5% | +23.3% | -9.8% | +2.2% |
| 3Y | +135.2% | +102.8% | +32.4% | +63.7% |
| 5Y | +128.3% | +192.8% | -64.5% | +31.2% |
| 10Y | +142.4% | +439.6% | -297.3% | +1.5% |
| All | +142.4% | +418.7% | -276.3% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling