+672.3%
AU vs IRM
+440.8%
+231.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -4.3% | -1.4% | -2.8% | -3.9% |
| 30D | +7.3% | -7.4% | +14.7% | +9.4% |
| 3M | +26.3% | -7.4% | +33.7% | +28.6% |
| 6M | +1.8% | +8.7% | -6.9% | -0.3% |
| YTD | +26.8% | +40.9% | -14.1% | +16.5% |
| 1Y | +66.7% | +20.5% | +46.2% | +58.6% |
| 3Y | +579.1% | +101.7% | +477.4% | +461.9% |
| 5Y | +689.3% | +197.7% | +491.7% | +503.5% |
| All | +672.3% | +440.8% | +231.5% | +416.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling