-54.2%
COMP vs IRM
+251.8%
-306.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -11.1% | +2.9% | +0.1% |
| 7D | -1.8% | -10.9% | +9.1% | +6.9% |
| 30D | -0.8% | -9.4% | +8.7% | +6.4% |
| 3M | -28.1% | -16.4% | -11.8% | -18.7% |
| 6M | +27.0% | -18.7% | +45.7% | +46.0% |
| YTD | -12.8% | +30.1% | -42.9% | -32.7% |
| 1Y | +4.9% | +8.5% | -3.6% | -7.2% |
| 3Y | +321.0% | +88.0% | +233.0% | +83.7% |
| 5Y | -25.6% | +167.6% | -193.2% | -75.1% |
| All | -54.2% | +251.8% | -306.1% | -83.5% |
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