+16,976.0%
COST vs IRM
+9,964.6%
+7,011.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.4% |
| 7D | -3.1% | -0.5% | -2.7% | -3.1% |
| 30D | -2.8% | -8.1% | +5.3% | -1.2% |
| 3M | -5.7% | -9.7% | +4.0% | -4.1% |
| 6M | -8.8% | +10.0% | -18.8% | -11.3% |
| YTD | +6.7% | +43.0% | -36.3% | -2.0% |
| 1Y | -3.6% | +32.7% | -36.3% | -10.5% |
| 3Y | +75.1% | +102.7% | -27.6% | +46.5% |
| 5Y | +108.9% | +187.6% | -78.7% | +61.1% |
| 10Y | +586.2% | +420.1% | +166.1% | +353.7% |
| All | +16,976.0% | +9,964.6% | +7,011.5% | +7,005.7% |
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