+112.0%
IBM vs IRM
+192.5%
-80.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.3% | +1.6% | -1.3% | -0.1% |
| 30D | -1.5% | -4.2% | +2.7% | -0.6% |
| 3M | -16.8% | -5.4% | -11.4% | -16.0% |
| 6M | -9.0% | +12.0% | -21.1% | -12.4% |
| YTD | -20.1% | +42.0% | -62.1% | -28.4% |
| 1Y | -7.0% | +29.9% | -36.9% | -14.8% |
| 3Y | +72.4% | +104.4% | -32.0% | +35.2% |
| 5Y | +112.0% | +191.0% | -79.0% | +57.2% |
| All | +112.0% | +192.5% | -80.5% | +57.2% |
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