-24.4%
GOOGL vs IRM
-12.2%
-12.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.1% |
| 7D | +1.6% | -5.3% | +6.8% | +1.5% |
| 30D | -16.8% | -2.3% | -14.5% | -16.7% |
| 3M | -14.6% | -7.4% | -7.2% | -15.0% |
| 6M | -24.4% | -12.2% | -12.2% | -25.4% |
| All | -24.4% | -12.2% | -12.2% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling