-49.3%
COMP vs IRM
+255.2%
-304.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.8% | +10.0% |
| 7D | +13.4% | -8.6% | +22.1% | +21.2% |
| 30D | +11.1% | -8.0% | +19.1% | +17.8% |
| 3M | -18.8% | -12.0% | -6.9% | -11.6% |
| 6M | +10.5% | -18.2% | +28.7% | +26.4% |
| YTD | -3.4% | +31.4% | -34.8% | -26.0% |
| 1Y | +19.7% | +9.2% | +10.5% | +5.6% |
| 3Y | +381.6% | +94.6% | +287.0% | +103.1% |
| 5Y | -17.6% | +170.2% | -187.8% | -72.7% |
| All | -49.3% | +255.2% | -304.5% | -81.8% |
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 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