+11.2%
AR vs IRM
+10.0%
+1.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +4.2% |
| 7D | -5.8% | -5.1% | -0.7% | -5.7% |
| 30D | +4.8% | -3.3% | +8.1% | +4.9% |
| 3M | +1.5% | -8.2% | +9.7% | +1.5% |
| 6M | +4.7% | -12.8% | +17.5% | +5.0% |
| YTD | +9.2% | +36.6% | -27.4% | +0.2% |
| 1Y | +11.2% | +11.9% | -0.7% | +13.3% |
| All | +11.2% | +10.0% | +1.2% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling