+1,822.9%
IBM vs IRM
+9,515.1%
-7,692.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.5% | -5.1% | +3.5% | -0.4% |
| 30D | +8.4% | -3.3% | +11.7% | +9.1% |
| 3M | +4.2% | -8.2% | +12.4% | +5.9% |
| 6M | +7.9% | -12.8% | +20.7% | +10.8% |
| YTD | -15.2% | +36.6% | -51.8% | -22.4% |
| 1Y | -18.7% | +11.9% | -30.6% | -22.1% |
| 3Y | +79.2% | +105.1% | -25.9% | +46.2% |
| 5Y | +144.7% | +182.4% | -37.7% | +82.1% |
| 10Y | +141.6% | +505.1% | -363.6% | +47.6% |
| All | +1,822.9% | +9,515.1% | -7,692.1% | +622.4% |
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