+139.3%
HOOD vs IRM
+211.8%
-72.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +0.3% |
| 7D | -0.6% | -3.8% | +3.1% | +2.0% |
| 30D | -23.6% | -3.2% | -20.4% | -21.7% |
| 3M | -10.7% | -7.8% | -2.9% | -5.9% |
| 6M | +8.2% | -12.7% | +20.9% | +17.1% |
| YTD | -26.3% | +36.7% | -63.0% | -41.5% |
| 1Y | -36.1% | +10.0% | -46.1% | -41.4% |
| 3Y | +950.7% | +107.2% | +843.5% | +492.5% |
| 5Y | +127.0% | +181.6% | -54.5% | +5.4% |
| All | +139.3% | +211.8% | -72.5% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling