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  • APA vs IRM✓SelectedUSD · IRMAPA vs IRM performance historyLatest closeAs of-3.19%09/04
Stock and ETF performance explorer

APA vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+88.8%
IRM return
+34.4%
Excess return
+54.4%
Maximum drawdown
-27.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D-3.2%+1.6%-4.8%-3.1%
7D+0.5%-0.5%+1.0%+0.6%
30D+23.4%-8.1%+31.5%+22.8%
3M+12.7%-9.7%+22.4%+12.7%
6M+39.4%+10.0%+29.4%+39.6%
YTD+79.0%+43.0%+36.0%+69.4%
1Y+88.8%+32.7%+56.2%+91.0%
All+88.8%+34.4%+54.4%+91.0%

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 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