+119.1%
ALL vs IRM
+112.1%
+7.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +5.0% | +6.8% | -1.8% | +4.5% |
| 30D | +13.3% | +2.6% | +10.7% | +13.0% |
| 3M | +3.2% | -9.5% | +12.6% | +4.0% |
| 6M | +25.3% | -8.5% | +33.8% | +25.9% |
| YTD | +30.5% | +40.3% | -9.8% | +22.5% |
| 1Y | +29.2% | +28.7% | +0.5% | +23.1% |
| 3Y | +119.1% | +111.8% | +7.3% | +104.8% |
| All | +119.1% | +112.1% | +7.0% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling