+12,471.5%
FIX vs IRM
+5,491.4%
+6,980.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | -7.2% | -8.1% | +0.8% | -4.1% |
| 3M | -15.9% | -9.7% | -6.2% | -12.4% |
| 6M | +12.7% | +10.0% | +2.7% | +9.2% |
| YTD | +72.8% | +43.0% | +29.8% | +51.4% |
| 1Y | +122.9% | +32.7% | +90.2% | +100.6% |
| 3Y | +774.3% | +102.7% | +671.6% | +582.0% |
| 5Y | +2,049.5% | +187.6% | +1,861.9% | +1,374.5% |
| 10Y | +5,821.5% | +420.1% | +5,401.3% | +3,174.9% |
| All | +12,471.5% | +5,491.4% | +6,980.0% | +4,393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling