+216.9%
B vs IRM
+524.5%
-307.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.5% |
| 7D | -6.2% | +8.6% | -14.8% | -7.9% |
| 30D | -6.6% | 0.0% | -6.6% | -6.8% |
| 3M | -7.9% | -7.1% | -0.7% | -6.6% |
| 6M | -16.8% | -7.9% | -8.9% | -15.5% |
| YTD | -11.7% | +41.3% | -53.0% | -18.1% |
| 1Y | +3.5% | +20.7% | -17.3% | -1.0% |
| 3Y | +165.7% | +112.2% | +53.6% | +125.5% |
| 5Y | +108.4% | +191.2% | -82.8% | +67.8% |
| All | +216.9% | +524.5% | -307.6% | +103.2% |
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