+1,734.5%
IBM vs IRM
+9,964.6%
-8,230.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +0.3% | -8.1% | +8.4% | +2.2% |
| 3M | -21.6% | -9.7% | -11.9% | -20.0% |
| 6M | -4.7% | +10.0% | -14.7% | -7.5% |
| YTD | -19.1% | +43.0% | -62.1% | -26.6% |
| 1Y | -2.5% | +32.7% | -35.2% | -10.2% |
| 3Y | +74.2% | +102.7% | -28.6% | +42.7% |
| 5Y | +113.1% | +187.6% | -74.4% | +58.2% |
| 10Y | +133.5% | +420.1% | -286.6% | +47.2% |
| All | +1,734.5% | +9,964.6% | -8,230.1% | +583.5% |
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