-34.9%
AUR vs IRM
+244.6%
-279.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +3.2% |
| 7D | +19.2% | +1.6% | +17.6% | +17.8% |
| 30D | -7.8% | -4.2% | -3.6% | -5.1% |
| 3M | +4.0% | -5.4% | +9.4% | +7.2% |
| 6M | +45.0% | +12.0% | +33.0% | +32.9% |
| YTD | +69.5% | +42.0% | +27.5% | +31.2% |
| 1Y | +13.0% | +29.9% | -16.8% | -7.4% |
| 3Y | +90.4% | +104.4% | -14.0% | +1.7% |
| 5Y | -34.2% | +191.0% | -225.2% | -72.3% |
| All | -34.9% | +244.6% | -279.5% | -72.5% |
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