+1,180.4%
EXC vs IRM
+9,964.6%
-8,784.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | -3.7% | -8.1% | +4.4% | -2.0% |
| 3M | -1.3% | -9.7% | +8.4% | +0.6% |
| 6M | -9.7% | +10.0% | -19.7% | -12.3% |
| YTD | +2.9% | +43.0% | -40.1% | -6.0% |
| 1Y | +4.4% | +32.7% | -28.3% | -3.4% |
| 3Y | +22.2% | +102.7% | -80.5% | +0.7% |
| 5Y | +46.7% | +187.6% | -140.9% | +10.4% |
| 10Y | +155.3% | +420.1% | -264.8% | +65.1% |
| All | +1,180.4% | +9,964.6% | -8,784.2% | +490.7% |
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 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