+15.4%
AUR vs IRM
+22.0%
-6.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | 0.0% |
| 7D | +1.4% | -1.4% | +2.9% | +2.6% |
| 30D | -6.4% | -7.4% | +1.0% | -0.7% |
| 3M | +7.7% | -7.4% | +15.1% | +13.0% |
| 6M | +44.5% | +8.7% | +35.8% | +32.3% |
| YTD | +67.4% | +40.9% | +26.5% | +22.9% |
| 1Y | +15.4% | +20.5% | -5.1% | -6.0% |
| All | +15.4% | +22.0% | -6.6% | -6.0% |
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