+363.8%
ALL vs IRM
+480.4%
-116.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.5% |
| 7D | -3.9% | -3.8% | -0.1% | -3.1% |
| 30D | +10.6% | -3.2% | +13.8% | +11.2% |
| 3M | -4.6% | -7.8% | +3.2% | -3.1% |
| 6M | +20.2% | -12.7% | +32.9% | +23.2% |
| YTD | +23.7% | +36.7% | -13.0% | +9.8% |
| 1Y | +27.9% | +10.0% | +17.8% | +21.1% |
| 3Y | +109.2% | +107.2% | +1.9% | +55.4% |
| 5Y | +148.0% | +181.6% | -33.6% | +61.9% |
| 10Y | +363.8% | +481.1% | -117.4% | +137.6% |
| All | +363.8% | +480.4% | -116.7% | +137.6% |
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 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