+150.5%
GOOGL vs IRM
+101.2%
+49.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +1.1% | +1.6% | -0.6% | +0.7% |
| 30D | -4.4% | -4.2% | -0.3% | -3.7% |
| 3M | -6.8% | -5.4% | -1.4% | -6.2% |
| 6M | +13.6% | +12.0% | +1.5% | +9.9% |
| YTD | +8.3% | +42.0% | -33.7% | -0.6% |
| 1Y | +44.9% | +29.9% | +15.1% | +35.4% |
| 3Y | +150.5% | +104.4% | +46.1% | +91.0% |
| All | +150.5% | +101.2% | +49.2% | +91.0% |
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 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