+308.7%
A vs IRM
+481.3%
-172.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.4% | -5.1% | +6.4% | +3.0% |
| 30D | +4.3% | -3.3% | +7.6% | +5.2% |
| 3M | +19.8% | -8.2% | +27.9% | +22.7% |
| 6M | +54.4% | -12.8% | +67.1% | +60.2% |
| YTD | +31.7% | +36.6% | -4.9% | +16.1% |
| 1Y | +22.4% | +11.9% | +10.5% | +15.5% |
| 3Y | +67.7% | +105.1% | -37.4% | +24.8% |
| 5Y | +15.7% | +182.4% | -166.6% | -23.2% |
| 10Y | +308.7% | +505.1% | -196.4% | +100.5% |
| All | +308.7% | +481.3% | -172.6% | +100.5% |
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 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