+55.2%
EBAY vs IRM
+19.5%
+35.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.4% |
| 7D | +6.0% | +2.6% | +3.5% | +6.0% |
| 30D | +16.8% | +5.6% | +11.2% | +16.6% |
| 3M | +14.5% | -4.7% | +19.2% | +14.8% |
| 6M | +15.1% | -6.1% | +21.2% | +15.4% |
| YTD | +45.0% | +46.3% | -1.3% | +35.5% |
| 1Y | +55.2% | +18.7% | +36.5% | +57.1% |
| All | +55.2% | +19.5% | +35.7% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling