+26.5%
IP vs IRM
+456.9%
-430.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.5% |
| 7D | -5.1% | -8.6% | +3.5% | -2.0% |
| 30D | +8.5% | -8.0% | +16.5% | +11.6% |
| 3M | -13.8% | -12.0% | -1.9% | -10.1% |
| 6M | +5.7% | -18.2% | +23.9% | +13.2% |
| YTD | -9.1% | +31.4% | -40.5% | -19.7% |
| 1Y | -0.8% | +9.2% | -10.0% | -6.1% |
| 3Y | +14.8% | +94.6% | -79.8% | -17.9% |
| 5Y | -11.5% | +170.2% | -181.7% | -46.6% |
| All | +26.5% | +456.9% | -430.4% | -45.8% |
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 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