+55.4%
IOT vs IRM
+181.8%
-126.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -1.4% |
| 7D | -4.5% | -1.4% | -3.1% | -3.7% |
| 30D | -2.4% | -7.4% | +4.9% | +2.0% |
| 3M | +19.0% | -7.4% | +26.3% | +22.8% |
| 6M | +19.6% | +8.7% | +11.0% | +9.1% |
| YTD | +8.3% | +40.9% | -32.7% | -18.7% |
| 1Y | -0.8% | +20.5% | -21.3% | -17.3% |
| 3Y | +24.4% | +101.7% | -77.3% | -38.1% |
| All | +55.4% | +181.8% | -126.4% | -39.8% |
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