+131.6%
IBM vs IRM
+407.3%
-275.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.3% | +1.6% | -1.3% | -0.3% |
| 30D | -1.5% | -4.2% | +2.7% | -0.3% |
| 3M | -16.8% | -5.4% | -11.4% | -15.8% |
| 6M | -9.0% | +12.0% | -21.1% | -13.4% |
| YTD | -20.1% | +42.0% | -62.1% | -30.3% |
| 1Y | -7.0% | +29.9% | -36.9% | -16.8% |
| 3Y | +72.4% | +104.4% | -32.0% | +27.0% |
| 5Y | +112.0% | +191.0% | -79.0% | +33.0% |
| 10Y | +131.6% | +417.1% | -285.6% | +11.6% |
| All | +131.6% | +407.3% | -275.8% | +11.6% |
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