-27.6%
AR vs IRM
+855.3%
-882.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +2.5% |
| 7D | -5.8% | -5.1% | -0.7% | -3.9% |
| 30D | +4.8% | -3.3% | +8.1% | +5.8% |
| 3M | +1.5% | -8.2% | +9.7% | +4.4% |
| 6M | +4.7% | -12.8% | +17.5% | +9.2% |
| YTD | +9.2% | +36.6% | -27.4% | -9.5% |
| 1Y | +11.2% | +11.9% | -0.7% | +1.2% |
| 3Y | +46.2% | +105.1% | -58.9% | -5.0% |
| 5Y | +98.1% | +182.4% | -84.3% | +8.6% |
| 10Y | +54.5% | +505.1% | -450.6% | -39.6% |
| All | -27.6% | +855.3% | -882.9% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling