-7.3%
F vs IRM
+16.9%
-24.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.2% |
| 7D | -3.9% | +8.6% | -12.5% | -5.5% |
| 30D | -0.5% | 0.0% | -0.4% | -0.7% |
| 3M | -12.9% | -7.1% | -5.8% | -11.8% |
| 6M | +1.5% | -7.9% | +9.4% | +3.0% |
| YTD | -5.0% | +41.3% | -46.3% | -15.0% |
| 1Y | -7.3% | +20.7% | -28.1% | -11.0% |
| All | -7.3% | +16.9% | -24.2% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling