+15.9%
IP vs IRM
+524.5%
-508.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.8% |
| 7D | -0.9% | +8.6% | -9.5% | -3.9% |
| 30D | +6.7% | 0.0% | +6.7% | +6.4% |
| 3M | -16.6% | -7.1% | -9.4% | -14.7% |
| 6M | +6.0% | -7.9% | +13.9% | +8.6% |
| YTD | -10.7% | +41.3% | -52.0% | -23.3% |
| 1Y | -6.7% | +20.7% | -27.4% | -15.0% |
| 3Y | +17.1% | +112.2% | -95.0% | -19.2% |
| 5Y | -14.6% | +191.2% | -205.8% | -50.1% |
| All | +15.9% | +524.5% | -508.6% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling