+158.0%
C vs IRM
+9,964.6%
-9,806.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | +0.1% | -8.1% | +8.1% | +3.5% |
| 3M | +2.4% | -9.7% | +12.1% | +6.5% |
| 6M | +24.9% | +10.0% | +14.9% | +19.1% |
| YTD | +19.8% | +43.0% | -23.2% | +1.7% |
| 1Y | +44.9% | +32.7% | +12.2% | +26.1% |
| 3Y | +263.0% | +102.7% | +160.3% | +157.5% |
| 5Y | +129.5% | +187.6% | -58.0% | +36.7% |
| 10Y | +291.6% | +420.1% | -128.5% | +74.3% |
| All | +158.0% | +9,964.6% | -9,806.6% | -42.8% |
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