+3,800.0%
FIX vs IRM
+480.4%
+3,319.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.1% | +5.3% | +6.9% |
| 7D | -7.2% | -3.8% | -3.5% | -4.8% |
| 30D | -35.1% | -3.2% | -31.9% | -33.5% |
| 3M | -34.3% | -7.8% | -26.5% | -30.5% |
| 6M | -42.9% | -12.7% | -30.2% | -37.6% |
| YTD | +19.5% | +36.7% | -17.2% | -0.5% |
| 1Y | +16.8% | +10.0% | +6.7% | +10.6% |
| 3Y | +506.7% | +107.2% | +399.5% | +299.3% |
| 5Y | +1,046.7% | +181.6% | +865.1% | +520.1% |
| 10Y | +3,800.0% | +481.1% | +3,318.8% | +1,297.5% |
| All | +3,800.0% | +480.4% | +3,319.5% | +1,297.5% |
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