-17.9%
COMP vs IRM
+168.2%
-186.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.8% | +10.0% |
| 7D | +13.4% | -8.6% | +22.1% | +21.7% |
| 30D | +11.1% | -8.0% | +19.1% | +18.2% |
| 3M | -18.8% | -12.0% | -6.9% | -11.2% |
| 6M | +10.5% | -18.2% | +28.7% | +27.4% |
| YTD | -3.4% | +31.4% | -34.8% | -27.8% |
| 1Y | +19.7% | +9.2% | +10.5% | +4.2% |
| 3Y | +381.6% | +94.6% | +287.0% | +76.9% |
| All | -17.9% | +168.2% | -186.1% | -78.6% |
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