+152.0%
GE vs IRM
+520.0%
-368.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +2.7% | +6.8% | -4.1% | -0.3% |
| 30D | +8.1% | +2.6% | +5.5% | +6.6% |
| 3M | -7.9% | -9.5% | +1.6% | -4.2% |
| 6M | +12.9% | -8.5% | +21.4% | +16.4% |
| YTD | +8.2% | +40.3% | -32.1% | -9.0% |
| 1Y | +9.7% | +28.7% | -19.0% | -4.3% |
| 3Y | +266.1% | +111.8% | +154.3% | +143.7% |
| 5Y | +407.4% | +189.1% | +218.3% | +180.7% |
| All | +152.0% | +520.0% | -368.0% | -6.1% |
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