+980.8%
GE vs IRM
+9,521.2%
-8,540.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +2.5% |
| 7D | +6.3% | -3.8% | +10.0% | +7.5% |
| 30D | +8.9% | -3.2% | +12.1% | +9.9% |
| 3M | -9.2% | -7.8% | -1.4% | -7.1% |
| 6M | +13.2% | -12.7% | +25.9% | +17.7% |
| YTD | +9.4% | +36.7% | -27.3% | -2.1% |
| 1Y | +9.8% | +10.0% | -0.3% | +5.1% |
| 3Y | +278.2% | +107.2% | +170.9% | +191.9% |
| 5Y | +396.0% | +181.6% | +214.5% | +242.5% |
| 10Y | +162.4% | +481.1% | -318.8% | +42.5% |
| All | +980.8% | +9,521.2% | -8,540.4% | +265.2% |
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