-3.1%
HON vs IRM
+22.0%
-25.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -3.5% | -1.4% | -2.0% | -3.2% |
| 30D | -13.8% | -7.4% | -6.4% | -12.4% |
| 3M | -11.7% | -7.4% | -4.3% | -10.3% |
| 6M | -18.7% | +8.7% | -27.4% | -20.0% |
| YTD | +0.2% | +40.9% | -40.7% | -4.1% |
| 1Y | -3.1% | +20.5% | -23.6% | -7.6% |
| All | -3.1% | +22.0% | -25.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling