+396.0%
GE vs IRM
+185.3%
+210.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +2.3% |
| 7D | +6.3% | -3.8% | +10.0% | +7.7% |
| 30D | +8.9% | -3.2% | +12.1% | +10.0% |
| 3M | -9.2% | -7.8% | -1.4% | -6.8% |
| 6M | +13.2% | -12.7% | +25.9% | +18.3% |
| YTD | +9.4% | +36.7% | -27.3% | -4.3% |
| 1Y | +9.8% | +10.0% | -0.3% | +4.1% |
| 3Y | +278.2% | +107.2% | +170.9% | +173.1% |
| 5Y | +396.0% | +181.6% | +214.5% | +207.6% |
| All | +396.0% | +185.3% | +210.7% | +207.6% |
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