-30.6%
AR vs IRM
+818.5%
-849.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | -14.3% | -8.6% | -5.7% | -11.1% |
| 30D | +1.4% | -8.0% | +9.4% | +4.6% |
| 3M | +3.4% | -12.0% | +15.4% | +8.3% |
| 6M | -2.1% | -18.2% | +16.1% | +5.0% |
| YTD | +4.7% | +31.4% | -26.7% | -11.7% |
| 1Y | +10.6% | +9.2% | +1.4% | +1.6% |
| 3Y | +24.6% | +94.6% | -70.0% | -17.1% |
| 5Y | +71.9% | +170.2% | -98.3% | -3.9% |
| 10Y | +46.4% | +464.3% | -417.9% | -41.5% |
| All | -30.6% | +818.5% | -849.2% | -73.4% |
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