+520.8%
APP vs IRM
+266.3%
+254.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +1.5% |
| 7D | +48.9% | -5.3% | +54.2% | +50.6% |
| 30D | +49.4% | -2.3% | +51.8% | +48.5% |
| 3M | +27.0% | -7.4% | +34.4% | +29.5% |
| 6M | -15.4% | -12.2% | -3.2% | -11.2% |
| YTD | -39.9% | +38.6% | -78.6% | -55.4% |
| 1Y | -32.0% | +14.9% | -46.9% | -42.2% |
| 3Y | +824.3% | +108.2% | +716.2% | +387.0% |
| 5Y | +252.4% | +183.8% | +68.6% | +53.0% |
| All | +520.8% | +266.3% | +254.6% | +161.7% |
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