+606.9%
GEV vs IRM
+53.8%
+553.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -1.7% |
| 7D | -1.9% | -1.8% | -0.1% | -0.9% |
| 30D | -8.7% | -7.8% | -0.9% | -4.4% |
| 3M | +6.6% | -7.9% | +14.5% | +11.2% |
| 6M | +10.2% | +6.3% | +3.9% | +5.8% |
| YTD | +41.6% | +38.2% | +3.5% | +16.1% |
| 1Y | +43.9% | +19.8% | +24.1% | +27.5% |
| All | +606.9% | +53.8% | +553.1% | +490.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling