+124.1%
B vs IRM
+9,964.6%
-9,840.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +9.4% | -8.1% | +17.5% | +10.6% |
| 3M | +5.0% | -9.7% | +14.6% | +6.4% |
| 6M | -3.5% | +10.0% | -13.5% | -4.8% |
| YTD | +4.5% | +43.0% | -38.5% | -0.6% |
| 1Y | +67.8% | +32.7% | +35.1% | +61.1% |
| 3Y | +196.7% | +102.7% | +94.0% | +168.4% |
| 5Y | +151.9% | +187.6% | -35.6% | +117.6% |
| 10Y | +202.2% | +420.1% | -217.9% | +139.5% |
| All | +124.1% | +9,964.6% | -9,840.5% | +65.2% |
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 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