+1,116.7%
D vs IRM
+9,964.6%
-8,847.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.7% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -3.6% | -8.1% | +4.5% | -2.0% |
| 3M | -1.0% | -9.7% | +8.7% | +0.7% |
| 6M | +6.3% | +10.0% | -3.7% | +3.7% |
| YTD | +14.7% | +43.0% | -28.3% | +6.1% |
| 1Y | +16.9% | +32.7% | -15.7% | +9.4% |
| 3Y | +56.8% | +102.7% | -45.9% | +33.1% |
| 5Y | +5.2% | +187.6% | -182.4% | -17.3% |
| 10Y | +35.9% | +420.1% | -384.2% | -6.4% |
| All | +1,116.7% | +9,964.6% | -8,847.8% | +547.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling