+113.0%
HOOD vs IRM
+168.2%
-55.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.5% |
| 7D | -4.8% | -8.6% | +3.8% | +1.4% |
| 30D | -26.1% | -8.0% | -18.1% | -21.5% |
| 3M | -10.8% | -12.0% | +1.2% | -2.7% |
| 6M | +2.4% | -18.2% | +20.5% | +16.4% |
| YTD | -28.5% | +31.4% | -59.8% | -42.6% |
| 1Y | -36.3% | +9.2% | -45.5% | -41.7% |
| 3Y | +743.7% | +94.6% | +649.1% | +363.7% |
| All | +113.0% | +168.2% | -55.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling