+49.1%
D vs IRM
+520.0%
-470.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -1.4% | +6.8% | -8.2% | -3.4% |
| 30D | +7.7% | +2.6% | +5.1% | +6.4% |
| 3M | -0.3% | -9.5% | +9.2% | +2.2% |
| 6M | +10.1% | -8.5% | +18.5% | +11.9% |
| YTD | +19.1% | +40.3% | -21.2% | +4.4% |
| 1Y | +15.9% | +28.7% | -12.8% | +4.3% |
| 3Y | +75.0% | +111.8% | -36.8% | +26.4% |
| 5Y | +13.4% | +189.1% | -175.7% | -28.8% |
| All | +49.1% | +520.0% | -470.9% | -34.3% |
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