+44.3%
AR vs IRM
+418.7%
-374.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -1.2% | +3.0% | -4.2% | -2.7% |
| 30D | +5.5% | -5.2% | +10.7% | +8.1% |
| 3M | +12.9% | -8.0% | +20.9% | +16.4% |
| 6M | +0.1% | +9.2% | -9.1% | -7.0% |
| YTD | +13.5% | +41.0% | -27.5% | -9.1% |
| 1Y | +21.6% | +23.3% | -1.7% | +4.1% |
| 3Y | +46.0% | +102.8% | -56.9% | -10.9% |
| 5Y | +143.7% | +192.8% | -49.0% | +17.0% |
| 10Y | +44.3% | +439.6% | -395.3% | -52.7% |
| All | +44.3% | +418.7% | -374.4% | -52.7% |
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