+79.8%
F vs IRM
+456.9%
-377.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +1.6% | -8.6% | +10.2% | +5.2% |
| 30D | +2.6% | -8.0% | +10.6% | +5.9% |
| 3M | -8.8% | -12.0% | +3.2% | -4.4% |
| 6M | +4.6% | -18.2% | +22.8% | +12.9% |
| YTD | -1.9% | +31.4% | -33.3% | -16.1% |
| 1Y | -0.8% | +9.2% | -9.9% | -7.7% |
| 3Y | +43.5% | +94.6% | -51.1% | -6.4% |
| 5Y | -12.1% | +170.2% | -182.2% | -51.9% |
| All | +79.8% | +456.9% | -377.1% | -31.7% |
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 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