-35.1%
AUR vs IRM
+197.3%
-232.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.1% |
| 7D | +1.4% | -1.4% | +2.9% | +2.5% |
| 30D | -6.4% | -7.4% | +1.0% | -1.0% |
| 3M | +7.7% | -7.4% | +15.1% | +13.0% |
| 6M | +44.5% | +8.7% | +35.8% | +34.9% |
| YTD | +67.4% | +40.9% | +26.5% | +28.8% |
| 1Y | +15.4% | +20.5% | -5.1% | -0.8% |
| 3Y | +94.8% | +101.7% | -6.9% | +0.4% |
| All | -35.1% | +197.3% | -232.5% | -74.7% |
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