+11,697.7%
GOOGL vs IRM
+1,415.6%
+10,282.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.7% |
| 7D | +1.6% | -5.3% | +6.8% | +3.0% |
| 30D | -16.8% | -2.3% | -14.5% | -16.5% |
| 3M | -14.6% | -7.4% | -7.2% | -13.1% |
| 6M | -24.4% | -12.2% | -12.2% | -22.2% |
| YTD | -6.1% | +38.6% | -44.7% | -16.3% |
| 1Y | +1.0% | +14.9% | -13.9% | -4.9% |
| 3Y | +123.4% | +108.2% | +15.3% | +70.2% |
| 5Y | +103.2% | +183.8% | -80.6% | +39.2% |
| 10Y | +667.7% | +512.6% | +155.1% | +294.8% |
| All | +11,697.7% | +1,415.6% | +10,282.1% | +3,976.5% |
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 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