+156.1%
ALL vs IRM
+101.3%
+54.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.5% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -1.5% | -8.1% | +6.6% | -0.7% |
| 3M | +23.6% | -9.7% | +33.3% | +24.8% |
| 6M | +22.3% | +10.0% | +12.3% | +19.7% |
| YTD | +26.5% | +43.0% | -16.5% | +18.1% |
| 1Y | +27.0% | +32.7% | -5.7% | +19.4% |
| All | +156.1% | +101.3% | +54.8% | +125.0% |
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