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  • WPM vs IRM✓SelectedUSD · IRMWPM vs IRM performance historyLatest closeAs of+1.06%09/09
Stock and ETF performance explorer

WPM vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+266.3%
IRM return
+190.5%
Excess return
+75.9%
Maximum drawdown
-43.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+1.1%-0.7%+1.8%+1.3%
7D+3.9%+3.0%+0.9%+2.9%
30D+17.7%-5.2%+22.9%+19.4%
3M+39.4%-8.0%+47.5%+42.7%
6M+6.4%+9.2%-2.7%+3.3%
YTD+34.0%+41.0%-7.0%+19.9%
1Y+50.5%+23.3%+27.3%+39.8%
3Y+280.3%+102.8%+177.5%+187.2%
5Y+266.3%+192.8%+73.5%+138.5%
All+266.3%+190.5%+75.9%+138.5%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling