+7,843.3%
FIX vs IRM
+5,036.3%
+2,807.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.5% | +5.1% |
| 7D | -17.5% | -8.6% | -8.8% | -14.4% |
| 30D | -41.6% | -8.0% | -33.6% | -39.5% |
| 3M | -40.6% | -12.0% | -28.6% | -37.3% |
| 6M | -49.4% | -18.2% | -31.2% | -45.0% |
| YTD | +9.2% | +31.4% | -22.2% | -0.8% |
| 1Y | +6.5% | +9.2% | -2.7% | +3.7% |
| 3Y | +448.7% | +94.6% | +354.1% | +337.6% |
| 5Y | +948.7% | +170.2% | +778.6% | +640.3% |
| 10Y | +3,659.7% | +464.3% | +3,195.4% | +1,960.8% |
| All | +7,843.3% | +5,036.3% | +2,807.0% | +2,844.8% |
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