-9.0%
AUR vs IRM
+19.5%
-28.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -5.7% |
| 7D | -19.8% | +2.6% | -22.4% | -21.6% |
| 30D | -29.0% | +5.6% | -34.7% | -32.2% |
| 3M | -43.6% | -4.7% | -38.8% | -41.8% |
| 6M | -36.6% | -6.1% | -30.5% | -34.3% |
| YTD | +6.3% | +46.3% | -40.1% | -25.0% |
| 1Y | -9.0% | +18.7% | -27.7% | -24.4% |
| All | -9.0% | +19.5% | -28.5% | -24.4% |
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