+2,105.4%
FIX vs IRM
+189.3%
+1,916.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.3% |
| 30D | -7.2% | -8.1% | +0.8% | -1.9% |
| 3M | -15.9% | -9.7% | -6.2% | -10.1% |
| 6M | +12.7% | +10.0% | +2.7% | +6.2% |
| YTD | +72.8% | +43.0% | +29.8% | +37.3% |
| 1Y | +122.9% | +32.7% | +90.2% | +84.8% |
| 3Y | +774.3% | +102.7% | +671.6% | +468.3% |
| All | +2,105.4% | +189.3% | +1,916.1% | +1,102.7% |
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