+44.6%
AU vs IRM
+19.5%
+25.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +7.2% |
| 7D | +0.8% | +2.6% | -1.8% | -0.5% |
| 30D | -7.0% | +5.6% | -12.6% | -9.3% |
| 3M | +8.5% | -4.7% | +13.3% | +10.5% |
| 6M | -1.3% | -6.1% | +4.8% | +1.3% |
| YTD | +6.8% | +46.3% | -39.6% | -3.9% |
| 1Y | +44.6% | +18.7% | +25.9% | +39.2% |
| All | +44.6% | +19.5% | +25.2% | +39.2% |
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