+314.7%
A vs IRM
+520.0%
-205.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -0.5% | +6.8% | -7.2% | -2.6% |
| 30D | 0.0% | +2.6% | -2.6% | -1.0% |
| 3M | +16.7% | -9.5% | +26.2% | +20.1% |
| 6M | +54.8% | -8.5% | +63.3% | +58.1% |
| YTD | +28.8% | +40.3% | -11.5% | +12.5% |
| 1Y | +19.3% | +28.7% | -9.4% | +7.3% |
| 3Y | +65.5% | +111.8% | -46.3% | +21.8% |
| 5Y | +12.1% | +189.1% | -177.0% | -26.3% |
| All | +314.7% | +520.0% | -205.3% | +103.2% |
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