+778.3%
AU vs IRM
+3,948.8%
-3,170.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | +12.8% | -4.2% | +17.0% | +13.7% |
| 3M | +28.5% | -5.4% | +33.8% | +29.8% |
| 6M | +4.8% | +12.0% | -7.2% | +2.5% |
| YTD | +31.0% | +42.0% | -11.1% | +21.7% |
| 1Y | +81.4% | +29.9% | +51.6% | +71.4% |
| 3Y | +618.4% | +104.4% | +514.1% | +513.6% |
| 5Y | +686.3% | +191.0% | +495.3% | +523.6% |
| 10Y | +664.5% | +417.1% | +247.4% | +426.5% |
| All | +778.3% | +3,948.8% | -3,170.5% | +379.5% |
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 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