+1,578.3%
HON vs IRM
+9,964.6%
-8,386.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.5% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -15.3% | -8.1% | -7.2% | -13.2% |
| 3M | -7.9% | -9.7% | +1.8% | -5.3% |
| 6M | -18.1% | +10.0% | -28.0% | -20.8% |
| YTD | +3.8% | +43.0% | -39.2% | -7.3% |
| 1Y | +0.5% | +32.7% | -32.2% | -8.8% |
| 3Y | +19.8% | +102.7% | -83.0% | -6.2% |
| 5Y | +2.9% | +187.6% | -184.7% | -28.3% |
| 10Y | +134.6% | +420.1% | -285.5% | +32.8% |
| All | +1,578.3% | +9,964.6% | -8,386.3% | +488.5% |
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