+124.3%
C vs IRM
+9,145.3%
-9,021.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -2.4% | -8.6% | +6.2% | +1.1% |
| 30D | -6.0% | -8.0% | +2.0% | -2.9% |
| 3M | -10.5% | -12.0% | +1.4% | -6.1% |
| 6M | -5.7% | -18.2% | +12.4% | +1.7% |
| YTD | +4.1% | +31.4% | -27.2% | -8.7% |
| 1Y | +20.5% | +9.2% | +11.3% | +13.7% |
| 3Y | +208.1% | +94.6% | +113.5% | +121.6% |
| 5Y | +110.4% | +170.2% | -59.7% | +28.3% |
| 10Y | +234.6% | +464.3% | -229.7% | +44.2% |
| All | +124.3% | +9,145.3% | -9,021.1% | -48.7% |
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