+14,175.7%
EBAY vs IRM
+3,772.4%
+10,403.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -0.4% | +1.6% | -2.0% | -0.9% |
| 30D | -6.3% | -4.2% | -2.1% | -5.3% |
| 3M | -3.3% | -5.4% | +2.1% | -2.2% |
| 6M | +13.5% | +12.0% | +1.4% | +8.1% |
| YTD | +21.2% | +42.0% | -20.9% | +6.3% |
| 1Y | +13.9% | +29.9% | -16.0% | +2.3% |
| 3Y | +153.1% | +104.4% | +48.7% | +91.1% |
| 5Y | +54.5% | +191.0% | -136.5% | +2.3% |
| 10Y | +262.7% | +417.1% | -154.4% | +85.9% |
| All | +14,175.7% | +3,772.4% | +10,403.3% | +3,092.8% |
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