-24.2%
AR vs IRM
+899.9%
-924.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +14.8% | -8.1% | +22.9% | +18.8% |
| 3M | +6.2% | -9.7% | +15.9% | +10.1% |
| 6M | +4.3% | +10.0% | -5.7% | -2.5% |
| YTD | +14.4% | +43.0% | -28.6% | -6.4% |
| 1Y | +21.3% | +32.7% | -11.3% | +2.3% |
| 3Y | +39.8% | +102.7% | -62.9% | -7.8% |
| 5Y | +142.1% | +187.6% | -45.5% | +32.6% |
| 10Y | +52.0% | +420.1% | -368.1% | -38.9% |
| All | -24.2% | +899.9% | -924.2% | -71.8% |
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