+43.8%
EXC vs IRM
+168.2%
-124.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -1.2% | -8.6% | +7.4% | +0.4% |
| 30D | +10.0% | -8.0% | +17.9% | +11.5% |
| 3M | +1.6% | -12.0% | +13.6% | +3.9% |
| 6M | +3.3% | -18.2% | +21.4% | +7.0% |
| YTD | +7.6% | +31.4% | -23.8% | -1.0% |
| 1Y | +3.5% | +9.2% | -5.7% | -0.5% |
| 3Y | +27.7% | +94.6% | -66.9% | -1.6% |
| All | +43.8% | +168.2% | -124.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling