+364.8%
ALL vs IRM
+418.7%
-53.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -2.2% | +3.0% | -5.2% | -3.0% |
| 30D | -5.6% | -5.2% | -0.4% | -4.3% |
| 3M | +17.2% | -8.0% | +25.3% | +19.3% |
| 6M | +23.2% | +9.2% | +14.1% | +18.7% |
| YTD | +23.6% | +41.0% | -17.4% | +9.5% |
| 1Y | +29.2% | +23.3% | +5.9% | +18.5% |
| 3Y | +153.8% | +102.8% | +51.0% | +91.9% |
| 5Y | +116.1% | +192.8% | -76.7% | +40.9% |
| 10Y | +364.8% | +439.6% | -74.8% | +139.8% |
| All | +364.8% | +418.7% | -53.9% | +139.8% |
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