+1,686.8%
HON vs IRM
+9,772.9%
-8,086.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 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% | -1.2% |
| 5Y | +12.0% | +189.1% | -177.1% | -22.2% |
| 10Y | +155.4% | +519.8% | -364.4% | +37.8% |
| All | +1,686.8% | +9,772.9% | -8,086.1% | +528.4% |
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