+692.8%
GOOGL vs IRM
+520.0%
+172.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +3.9% | +6.8% | -2.9% | +1.9% |
| 30D | -14.9% | +2.6% | -17.5% | -15.8% |
| 3M | -14.6% | -9.5% | -5.1% | -12.5% |
| 6M | -26.4% | -8.5% | -18.0% | -25.3% |
| YTD | -5.3% | +40.3% | -45.6% | -15.7% |
| 1Y | +6.5% | +28.7% | -22.2% | -2.9% |
| 3Y | +126.0% | +111.8% | +14.2% | +69.9% |
| 5Y | +100.8% | +189.1% | -88.3% | +35.5% |
| All | +692.8% | +520.0% | +172.8% | +311.5% |
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