+12.0%
HON vs IRM
+187.5%
-175.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.4% | +6.8% | -5.4% | -0.5% |
| 30D | +7.5% | +2.6% | +4.9% | +6.6% |
| 3M | -4.3% | -9.5% | +5.1% | -1.8% |
| 6M | -1.5% | -8.5% | +6.9% | +0.5% |
| YTD | +10.5% | +40.3% | -29.7% | -1.0% |
| 1Y | +8.5% | +28.7% | -20.1% | -0.4% |
| 3Y | +28.0% | +111.8% | -83.8% | -7.1% |
| All | +12.0% | +187.5% | -175.5% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling