+1,167.8%
D vs IRM
+9,145.3%
-7,977.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | +3.0% | -8.6% | +11.6% | +4.6% |
| 30D | +11.5% | -8.0% | +19.5% | +13.0% |
| 3M | +3.7% | -12.0% | +15.7% | +6.0% |
| 6M | +13.5% | -18.2% | +31.7% | +17.4% |
| YTD | +20.7% | +31.4% | -10.6% | +13.2% |
| 1Y | +18.2% | +9.2% | +9.1% | +14.7% |
| 3Y | +73.3% | +94.6% | -21.3% | +47.9% |
| 5Y | +12.3% | +170.2% | -157.9% | -10.9% |
| 10Y | +43.4% | +464.3% | -420.9% | -2.3% |
| All | +1,167.8% | +9,145.3% | -7,977.6% | +583.6% |
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