+13,447.0%
GOOG vs IRM
+1,452.8%
+11,994.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.1% | +1.6% | -0.6% | +0.6% |
| 30D | -5.1% | -4.2% | -0.9% | -4.0% |
| 3M | -7.1% | -5.4% | -1.7% | -6.1% |
| 6M | +12.7% | +12.0% | +0.6% | +8.1% |
| YTD | +7.1% | +42.0% | -35.0% | -4.8% |
| 1Y | +43.6% | +29.9% | +13.7% | +30.6% |
| 3Y | +146.8% | +104.4% | +42.4% | +90.0% |
| 5Y | +133.7% | +191.0% | -57.3% | +59.3% |
| 10Y | +773.3% | +417.1% | +356.2% | +374.7% |
| All | +13,447.0% | +1,452.8% | +11,994.2% | +4,570.0% |
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