+22.8%
COMP vs IRM
+10.0%
+12.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +4.1% |
| 7D | +14.5% | -3.8% | +18.3% | +16.4% |
| 30D | +14.9% | -3.2% | +18.1% | +16.5% |
| 3M | -14.2% | -7.8% | -6.4% | -12.0% |
| 6M | +23.7% | -12.7% | +36.4% | +28.4% |
| YTD | +2.1% | +36.7% | -34.6% | -6.8% |
| All | +22.8% | +10.0% | +12.7% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling