+33.5%
EXC vs IRM
+112.1%
-78.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +1.4% | +6.8% | -5.4% | +0.6% |
| 30D | +8.6% | +2.6% | +6.0% | +8.0% |
| 3M | +2.4% | -9.5% | +11.9% | +3.4% |
| 6M | +6.5% | -8.5% | +14.9% | +7.2% |
| YTD | +9.0% | +40.3% | -31.2% | +3.0% |
| 1Y | +4.6% | +28.7% | -24.1% | -0.1% |
| 3Y | +33.5% | +111.8% | -78.3% | +3.3% |
| All | +33.5% | +112.1% | -78.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling