+286.5%
C vs IRM
+407.3%
-120.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +3.2% | +1.6% | +1.5% | +2.4% |
| 30D | +1.3% | -4.2% | +5.5% | +3.0% |
| 3M | +3.1% | -5.4% | +8.5% | +5.2% |
| 6M | +29.6% | +12.0% | +17.6% | +22.3% |
| YTD | +19.0% | +42.0% | -23.1% | +0.5% |
| 1Y | +45.6% | +29.9% | +15.8% | +27.1% |
| 3Y | +269.3% | +104.4% | +164.9% | +151.1% |
| 5Y | +131.6% | +191.0% | -59.4% | +28.8% |
| 10Y | +286.5% | +417.1% | -130.6% | +53.2% |
| All | +286.5% | +407.3% | -120.8% | +53.2% |
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