+1.9%
HON vs IRM
+186.9%
-184.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.8% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | -11.9% | -7.8% | -4.1% | -9.8% |
| 3M | -6.1% | -7.9% | +1.8% | -4.1% |
| 6M | -19.2% | +6.3% | -25.5% | -21.1% |
| YTD | +0.2% | +38.2% | -38.0% | -9.6% |
| 1Y | -1.5% | +19.8% | -21.3% | -7.8% |
| 3Y | +17.9% | +98.8% | -80.8% | -12.0% |
| 5Y | +1.9% | +191.8% | -189.8% | -35.6% |
| All | +1.9% | +186.9% | -184.9% | -35.6% |
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 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