+183.8%
EXC vs IRM
+480.4%
-296.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.2% |
| 7D | -1.7% | -3.8% | +2.0% | -0.9% |
| 30D | +9.3% | -3.2% | +12.5% | +9.9% |
| 3M | +1.0% | -7.8% | +8.8% | +3.0% |
| 6M | +5.9% | -12.7% | +18.6% | +9.4% |
| YTD | +7.6% | +36.7% | -29.1% | -5.8% |
| 1Y | +2.4% | +10.0% | -7.6% | -3.5% |
| 3Y | +30.2% | +107.2% | -77.0% | -8.7% |
| 5Y | +41.4% | +181.6% | -140.2% | -15.5% |
| 10Y | +183.8% | +481.1% | -297.4% | +12.7% |
| All | +183.8% | +480.4% | -296.7% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling