+7.8%
D vs IRM
+189.3%
-181.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.8% |
| 7D | +1.5% | -0.5% | +1.9% | +1.5% |
| 30D | -2.6% | -8.1% | +5.5% | -0.7% |
| 3M | 0.0% | -9.7% | +9.7% | +2.2% |
| 6M | +7.4% | +10.0% | -2.6% | +4.0% |
| YTD | +15.9% | +43.0% | -27.1% | +4.5% |
| 1Y | +18.1% | +32.7% | -14.6% | +8.1% |
| 3Y | +58.4% | +102.7% | -44.3% | +22.0% |
| All | +7.8% | +189.3% | -181.6% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling