+231.1%
HOOD vs IRM
+221.6%
+9.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.3% |
| 7D | +7.7% | +3.0% | +4.7% | +5.9% |
| 30D | +22.0% | -5.2% | +27.2% | +26.0% |
| 3M | +37.6% | -8.0% | +45.6% | +43.4% |
| 6M | +45.3% | +9.2% | +36.1% | +34.8% |
| YTD | +1.9% | +41.0% | -39.1% | -20.8% |
| 1Y | -2.7% | +23.3% | -26.0% | -17.6% |
| 3Y | +973.4% | +102.8% | +870.5% | +512.3% |
| 5Y | +179.3% | +192.8% | -13.5% | +13.4% |
| All | +231.1% | +221.6% | +9.5% | +205.9% |
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