+123.6%
HOOD vs IRM
+219.9%
-96.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.8% |
| 7D | -3.8% | +6.8% | -10.6% | -7.8% |
| 30D | -23.0% | +2.6% | -25.6% | -24.1% |
| 3M | -21.6% | -9.5% | -12.2% | -16.5% |
| 6M | +1.4% | -8.5% | +9.9% | +6.4% |
| YTD | -31.2% | +40.3% | -71.4% | -46.2% |
| 1Y | -35.9% | +28.7% | -64.6% | -47.0% |
| 3Y | +836.9% | +111.8% | +725.1% | +420.7% |
| 5Y | +121.1% | +189.1% | -68.0% | +1.0% |
| All | +123.6% | +219.9% | -96.3% | +107.6% |
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 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