+29.9%
ALL vs IRM
+16.9%
+13.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.9% |
| 7D | 0.0% | +8.6% | -8.6% | +0.7% |
| 30D | +12.8% | 0.0% | +12.8% | +13.0% |
| 3M | +4.7% | -7.1% | +11.8% | +4.2% |
| 6M | +24.9% | -7.9% | +32.8% | +24.5% |
| YTD | +30.0% | +41.3% | -11.3% | +31.2% |
| 1Y | +29.9% | +20.7% | +9.2% | +33.2% |
| All | +29.9% | +16.9% | +13.1% | +33.2% |
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