+1,238.5%
EXC vs IRM
+9,145.3%
-7,906.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -1.2% | -8.6% | +7.4% | +0.6% |
| 30D | +10.0% | -8.0% | +17.9% | +11.7% |
| 3M | +1.6% | -12.0% | +13.6% | +4.1% |
| 6M | +3.3% | -18.2% | +21.4% | +7.1% |
| YTD | +7.6% | +31.4% | -23.8% | -0.2% |
| 1Y | +3.5% | +9.2% | -5.7% | -0.1% |
| 3Y | +27.7% | +94.6% | -66.9% | +5.8% |
| 5Y | +41.1% | +170.2% | -129.0% | +7.4% |
| 10Y | +178.2% | +464.3% | -286.1% | +77.4% |
| All | +1,238.5% | +9,145.3% | -7,906.8% | +527.0% |
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