+1,092.2%
FIX vs IRM
+186.8%
+905.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.0% |
| 7D | +6.4% | -5.3% | +11.7% | +10.8% |
| 30D | -29.1% | -2.3% | -26.8% | -27.6% |
| 3M | -31.1% | -7.4% | -23.7% | -27.1% |
| 6M | -42.8% | -12.2% | -30.6% | -37.4% |
| YTD | +24.6% | +38.6% | -14.0% | +1.8% |
| 1Y | +21.9% | +14.9% | +7.1% | +12.0% |
| 3Y | +524.9% | +108.2% | +416.7% | +307.6% |
| 5Y | +1,092.2% | +183.8% | +908.4% | +561.7% |
| All | +1,092.2% | +186.8% | +905.4% | +561.7% |
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 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