+2,275.5%
WFC vs IRM
+9,964.6%
-7,689.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.3% |
| 7D | +3.8% | -0.5% | +4.2% | +3.9% |
| 30D | +1.5% | -8.1% | +9.6% | +4.1% |
| 3M | +10.9% | -9.7% | +20.5% | +14.1% |
| 6M | +8.4% | +10.0% | -1.6% | +4.0% |
| YTD | -1.9% | +43.0% | -44.9% | -14.2% |
| 1Y | +12.3% | +32.7% | -20.3% | +0.3% |
| 3Y | +132.3% | +102.7% | +29.6% | +75.0% |
| 5Y | +130.1% | +187.6% | -57.5% | +50.9% |
| 10Y | +134.4% | +420.1% | -285.7% | +21.7% |
| All | +2,275.5% | +9,964.6% | -7,689.0% | +631.4% |
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