+1,037.0%
HOOD vs IRM
+101.3%
+935.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.1% |
| 7D | +17.1% | -0.5% | +17.6% | +17.5% |
| 30D | +31.6% | -8.1% | +39.7% | +38.1% |
| 3M | +38.2% | -9.7% | +47.9% | +45.5% |
| 6M | +48.5% | +10.0% | +38.5% | +37.5% |
| YTD | +8.0% | +43.0% | -35.0% | -16.3% |
| 1Y | +18.7% | +32.7% | -14.0% | -3.8% |
| All | +1,037.0% | +101.3% | +935.7% | +543.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling