+695.1%
HPQ vs IRM
+9,964.6%
-9,269.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +14.4% | -8.1% | +22.5% | +17.1% |
| 3M | +25.6% | -9.7% | +35.3% | +28.9% |
| 6M | +75.0% | +10.0% | +65.0% | +68.6% |
| YTD | +50.7% | +43.0% | +7.7% | +33.5% |
| 1Y | +18.7% | +32.7% | -14.0% | +7.2% |
| 3Y | +21.5% | +102.7% | -81.2% | -4.8% |
| 5Y | +31.6% | +187.6% | -156.0% | -7.8% |
| 10Y | +216.1% | +420.1% | -204.1% | +82.0% |
| All | +695.1% | +9,964.6% | -9,269.5% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling