+740.7%
GOOGL vs IRM
+430.1%
+310.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | -2.8% | -1.8% | -1.0% | -2.3% |
| 30D | -3.2% | -7.8% | +4.6% | -1.1% |
| 3M | -6.6% | -7.9% | +1.2% | -5.0% |
| 6M | +8.5% | +6.3% | +2.1% | +5.6% |
| YTD | +6.5% | +38.2% | -31.7% | -4.4% |
| 1Y | +39.4% | +19.8% | +19.6% | +30.1% |
| 3Y | +146.2% | +98.8% | +47.4% | +89.6% |
| 5Y | +138.3% | +191.8% | -53.4% | +60.8% |
| All | +740.7% | +430.1% | +310.6% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling