+436.7%
GE vs IRM
+192.5%
+244.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.2% | +1.6% | -0.5% | +0.5% |
| 30D | -9.5% | -4.2% | -5.3% | -8.1% |
| 3M | +4.1% | -5.4% | +9.5% | +5.9% |
| 6M | +3.9% | +12.0% | -8.1% | -1.3% |
| YTD | +9.0% | +42.0% | -33.0% | -5.8% |
| 1Y | +21.9% | +29.9% | -7.9% | +8.3% |
| 3Y | +281.8% | +104.4% | +177.4% | +177.2% |
| 5Y | +436.7% | +191.0% | +245.7% | +251.5% |
| All | +436.7% | +192.5% | +244.2% | +251.5% |
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