+48.3%
D vs IRM
+481.3%
-433.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | -5.1% | +7.4% | +3.7% |
| 30D | +10.9% | -3.3% | +14.2% | +11.5% |
| 3M | +2.8% | -8.2% | +11.0% | +4.9% |
| 6M | +12.7% | -12.8% | +25.5% | +16.3% |
| YTD | +20.3% | +36.6% | -16.3% | +6.3% |
| 1Y | +17.1% | +11.9% | +5.2% | +10.3% |
| 3Y | +75.1% | +105.1% | -30.0% | +27.9% |
| 5Y | +13.1% | +182.4% | -169.2% | -28.5% |
| 10Y | +48.3% | +505.1% | -456.9% | -34.8% |
| All | +48.3% | +481.3% | -433.1% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling