+1,055.9%
IJH vs IRM
+2,928.3%
-1,872.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -0.7% | +3.0% | -3.8% | -1.9% |
| 30D | -3.8% | -5.2% | +1.4% | -2.0% |
| 3M | 0.0% | -8.0% | +8.1% | +2.8% |
| 6M | +8.8% | +9.2% | -0.4% | +4.3% |
| YTD | +13.5% | +41.0% | -27.5% | -1.7% |
| 1Y | +15.4% | +23.3% | -7.8% | +4.7% |
| 3Y | +50.9% | +102.8% | -51.9% | +10.2% |
| 5Y | +47.8% | +192.8% | -145.0% | -7.7% |
| 10Y | +183.1% | +439.6% | -256.6% | +33.8% |
| All | +1,055.9% | +2,928.3% | -1,872.4% | +173.1% |
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