+298.1%
APP vs IRM
+187.5%
+110.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.3% |
| 7D | +4.6% | +6.8% | -2.2% | +0.7% |
| 30D | +56.0% | +2.6% | +53.4% | +50.0% |
| 3M | +30.8% | -9.5% | +40.3% | +35.7% |
| 6M | -9.8% | -8.5% | -1.3% | -7.6% |
| YTD | -39.3% | +40.3% | -79.6% | -56.3% |
| 1Y | -26.4% | +28.7% | -55.1% | -43.6% |
| 3Y | +887.9% | +111.8% | +776.1% | +369.3% |
| All | +298.1% | +187.5% | +110.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling