+15.6%
A vs IRM
+29.2%
-13.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -4.4% | +3.0% | -7.4% | -4.9% |
| 30D | -2.7% | -5.2% | +2.5% | -1.9% |
| 3M | +7.0% | -8.0% | +15.1% | +8.2% |
| 6M | +24.6% | +9.2% | +15.5% | +21.3% |
| YTD | +7.0% | +41.0% | -34.0% | -3.2% |
| 1Y | +15.6% | +23.3% | -7.7% | +7.6% |
| All | +15.6% | +29.2% | -13.6% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling