+248.9%
A vs IRM
+418.7%
-169.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -4.4% | +3.0% | -7.4% | -5.3% |
| 30D | -2.7% | -5.2% | +2.5% | -1.1% |
| 3M | +7.0% | -8.0% | +15.1% | +9.5% |
| 6M | +24.6% | +9.2% | +15.5% | +19.8% |
| YTD | +7.0% | +41.0% | -34.0% | -6.3% |
| 1Y | +15.6% | +23.3% | -7.7% | +5.7% |
| 3Y | +29.9% | +102.8% | -72.9% | -2.3% |
| 5Y | -15.4% | +192.8% | -208.2% | -44.1% |
| 10Y | +248.9% | +439.6% | -190.8% | +83.0% |
| All | +248.9% | +418.7% | -169.8% | +83.0% |
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