-17.2%
F vs IRM
+187.5%
-204.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -3.1% | +6.8% | -9.9% | -5.7% |
| 30D | 0.0% | +2.6% | -2.6% | -1.5% |
| 3M | -13.2% | -9.5% | -3.7% | -10.3% |
| 6M | -10.2% | -8.5% | -1.7% | -7.9% |
| YTD | -4.9% | +40.3% | -45.2% | -20.8% |
| 1Y | -6.1% | +28.7% | -34.8% | -18.6% |
| 3Y | +46.0% | +111.8% | -65.9% | -16.5% |
| All | -17.2% | +187.5% | -204.7% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling