+158.6%
GE vs IRM
+514.0%
-355.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +4.0% | -5.3% | +9.3% | +6.4% |
| 30D | +11.1% | -2.3% | +13.4% | +11.9% |
| 3M | -6.7% | -7.4% | +0.7% | -4.0% |
| 6M | +14.3% | -12.2% | +26.5% | +20.0% |
| YTD | +11.7% | +38.6% | -26.9% | -5.4% |
| 1Y | +10.9% | +14.9% | -4.0% | +1.9% |
| 3Y | +279.0% | +108.2% | +170.8% | +154.4% |
| 5Y | +427.0% | +183.8% | +243.2% | +194.3% |
| 10Y | +158.6% | +512.6% | -354.0% | -3.0% |
| All | +158.6% | +514.0% | -355.4% | -3.0% |
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