+333.0%
APP vs IRM
+189.3%
+143.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.2% |
| 7D | +0.9% | -0.5% | +1.3% | +1.1% |
| 30D | -23.3% | -8.1% | -15.2% | -18.9% |
| 3M | -42.6% | -9.7% | -33.0% | -39.2% |
| 6M | -33.6% | +10.0% | -43.6% | -39.3% |
| YTD | -52.4% | +43.0% | -95.4% | -65.0% |
| 1Y | -35.9% | +32.7% | -68.6% | -50.8% |
| 3Y | +642.2% | +102.7% | +539.5% | +291.1% |
| All | +333.0% | +189.3% | +143.6% | +70.1% |
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