+73.3%
D vs IRM
+90.1%
-16.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | +3.0% | -8.6% | +11.6% | +4.3% |
| 30D | +11.5% | -8.0% | +19.5% | +12.8% |
| 3M | +3.7% | -12.0% | +15.7% | +5.6% |
| 6M | +13.5% | -18.2% | +31.7% | +17.0% |
| YTD | +20.7% | +31.4% | -10.6% | +13.0% |
| 1Y | +18.2% | +9.2% | +9.1% | +15.0% |
| 3Y | +73.3% | +94.6% | -21.3% | +28.5% |
| All | +73.3% | +90.1% | -16.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling