+370.0%
ALL vs IRM
+524.5%
-154.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | 0.0% | +8.6% | -8.6% | -2.2% |
| 30D | +12.8% | 0.0% | +12.8% | +12.4% |
| 3M | +4.7% | -7.1% | +11.8% | +6.1% |
| 6M | +24.9% | -7.9% | +32.8% | +26.2% |
| YTD | +30.0% | +41.3% | -11.3% | +14.3% |
| 1Y | +29.9% | +20.7% | +9.2% | +19.7% |
| 3Y | +117.5% | +112.2% | +5.4% | +60.5% |
| 5Y | +161.7% | +191.2% | -29.5% | +68.8% |
| All | +370.0% | +524.5% | -154.5% | +136.4% |
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 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