+678.6%
AU vs IRM
+197.3%
+481.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -4.3% | -1.4% | -2.8% | -3.7% |
| 30D | +7.3% | -7.4% | +14.7% | +10.2% |
| 3M | +26.3% | -7.4% | +33.7% | +29.4% |
| 6M | +1.8% | +8.7% | -6.9% | -1.1% |
| YTD | +26.8% | +40.9% | -14.1% | +12.6% |
| 1Y | +66.7% | +20.5% | +46.2% | +55.5% |
| 3Y | +579.1% | +101.7% | +477.4% | +396.3% |
| All | +678.6% | +197.3% | +481.3% | +435.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling