+568.3%
A vs IRM
+3,190.6%
-2,622.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.3% |
| 7D | -0.1% | -8.6% | +8.5% | +3.5% |
| 30D | +3.4% | -8.0% | +11.3% | +6.6% |
| 3M | +23.8% | -12.0% | +35.8% | +29.7% |
| 6M | +49.0% | -18.2% | +67.2% | +59.9% |
| YTD | +29.4% | +31.4% | -2.0% | +12.7% |
| 1Y | +19.4% | +9.2% | +10.2% | +12.0% |
| 3Y | +66.2% | +94.6% | -28.4% | +18.6% |
| 5Y | +15.8% | +170.2% | -154.4% | -29.3% |
| 10Y | +326.1% | +464.3% | -138.2% | +73.7% |
| All | +568.3% | +3,190.6% | -2,622.3% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling