-29.9%
COMP vs IRM
+189.3%
-219.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.7% |
| 7D | +1.4% | -0.5% | +1.8% | +1.7% |
| 30D | -13.3% | -8.1% | -5.2% | -7.9% |
| 3M | +41.1% | -9.7% | +50.8% | +51.0% |
| 6M | +17.2% | +10.0% | +7.2% | +5.9% |
| YTD | +5.2% | +43.0% | -37.8% | -25.3% |
| 1Y | +18.9% | +32.7% | -13.7% | -13.4% |
| 3Y | +215.9% | +102.7% | +113.2% | +21.8% |
| All | -29.9% | +189.3% | -219.2% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling