+193.4%
B vs IRM
+407.3%
-213.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +2.3% | +1.6% | +0.7% | +1.9% |
| 30D | +1.4% | -4.2% | +5.5% | +2.2% |
| 3M | +12.2% | -5.4% | +17.6% | +13.4% |
| 6M | -2.1% | +12.0% | -14.1% | -4.6% |
| YTD | +2.9% | +42.0% | -39.1% | -4.8% |
| 1Y | +55.3% | +29.9% | +25.4% | +46.3% |
| 3Y | +198.7% | +104.4% | +94.3% | +153.3% |
| 5Y | +153.8% | +191.0% | -37.2% | +101.5% |
| 10Y | +193.4% | +417.1% | -223.7% | +113.6% |
| All | +193.4% | +407.3% | -213.9% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling