+103.1%
B vs IRM
+9,145.3%
-9,042.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | +9.6% | -8.6% | +18.2% | +10.9% |
| 30D | +3.5% | -8.0% | +11.5% | +4.6% |
| 3M | -1.6% | -12.0% | +10.4% | 0.0% |
| 6M | -1.7% | -18.2% | +16.5% | +1.0% |
| YTD | -5.3% | +31.4% | -36.7% | -8.9% |
| 1Y | +27.2% | +9.2% | +18.0% | +25.3% |
| 3Y | +166.1% | +94.6% | +71.5% | +142.2% |
| 5Y | +136.5% | +170.2% | -33.7% | +106.1% |
| 10Y | +172.2% | +464.3% | -292.1% | +114.2% |
| All | +103.1% | +9,145.3% | -9,042.2% | +51.4% |
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