+2,177.8%
WFC vs IRM
+9,844.9%
-7,667.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.7% |
| 7D | +1.7% | +8.6% | -6.9% | -1.0% |
| 30D | +6.8% | 0.0% | +6.9% | +6.5% |
| 3M | -3.0% | -7.1% | +4.2% | -1.2% |
| 6M | +15.4% | -7.9% | +23.3% | +17.6% |
| YTD | -5.9% | +41.3% | -47.2% | -17.8% |
| 1Y | +1.7% | +20.7% | -19.1% | -6.5% |
| 3Y | +124.9% | +112.2% | +12.7% | +66.2% |
| 5Y | +90.5% | +191.2% | -100.7% | +24.1% |
| 10Y | +117.8% | +524.3% | -406.5% | +6.8% |
| All | +2,177.8% | +9,844.9% | -7,667.1% | +601.1% |
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