+54.2%
AR vs IRM
+524.5%
-470.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.4% |
| 7D | +6.4% | +8.6% | -2.2% | +2.1% |
| 30D | +3.1% | 0.0% | +3.1% | +2.5% |
| 3M | +3.3% | -7.1% | +10.4% | +5.9% |
| 6M | +6.6% | -7.9% | +14.4% | +8.6% |
| YTD | +12.3% | +41.3% | -29.0% | -11.2% |
| 1Y | +12.3% | +20.7% | -8.4% | -3.4% |
| 3Y | +50.4% | +112.2% | -61.7% | -12.0% |
| 5Y | +101.0% | +191.2% | -90.2% | -5.0% |
| All | +54.2% | +524.5% | -470.3% | -53.9% |
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