+13,507.3%
GOOGL vs IRM
+1,463.2%
+12,044.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -6.6% | -8.1% | +1.5% | -4.3% |
| 3M | -8.9% | -9.7% | +0.7% | -6.7% |
| 6M | +11.9% | +10.0% | +1.9% | +7.9% |
| YTD | +8.3% | +43.0% | -34.7% | -3.9% |
| 1Y | +46.2% | +32.7% | +13.5% | +32.1% |
| 3Y | +151.9% | +102.7% | +49.1% | +94.3% |
| 5Y | +137.7% | +187.6% | -49.9% | +62.6% |
| 10Y | +757.6% | +420.1% | +337.4% | +365.0% |
| All | +13,507.3% | +1,463.2% | +12,044.1% | +4,578.8% |
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