+31.6%
HPQ vs IRM
+22.0%
+9.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.4% | +8.1% |
| 7D | +9.8% | -1.4% | +11.2% | +10.0% |
| 30D | +22.4% | -7.4% | +29.7% | +23.6% |
| 3M | +45.2% | -7.4% | +52.5% | +46.7% |
| 6M | +96.4% | +8.7% | +87.8% | +91.5% |
| YTD | +65.4% | +40.9% | +24.4% | +49.7% |
| 1Y | +31.6% | +20.5% | +11.1% | +24.0% |
| All | +31.6% | +22.0% | +9.5% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling