+95.1%
F vs IRM
+409.6%
-314.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +0.7% |
| 7D | +5.3% | -0.5% | +5.8% | +5.5% |
| 30D | +4.6% | -8.1% | +12.7% | +8.3% |
| 3M | -3.7% | -9.7% | +6.0% | +0.2% |
| 6M | +16.8% | +10.0% | +6.8% | +10.3% |
| YTD | +15.3% | +43.0% | -27.7% | -4.2% |
| 1Y | +31.0% | +32.7% | -1.7% | +11.7% |
| 3Y | +45.4% | +102.7% | -57.3% | -5.5% |
| 5Y | +54.7% | +187.6% | -132.9% | -16.5% |
| All | +95.1% | +409.6% | -314.5% | -25.8% |
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