+35.3%
D vs IRM
+407.3%
-372.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +0.8% | +1.6% | -0.9% | +0.2% |
| 30D | -0.7% | -4.2% | +3.4% | +0.5% |
| 3M | +2.1% | -5.4% | +7.5% | +3.4% |
| 6M | +6.8% | +12.0% | -5.2% | +1.9% |
| YTD | +16.5% | +42.0% | -25.5% | +2.2% |
| 1Y | +19.2% | +29.9% | -10.7% | +7.0% |
| 3Y | +61.9% | +104.4% | -42.5% | +18.9% |
| 5Y | +6.5% | +191.0% | -184.5% | -33.3% |
| 10Y | +35.3% | +417.1% | -381.8% | -36.7% |
| All | +35.3% | +407.3% | -372.0% | -36.7% |
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 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