-2.8%
IP vs IRM
+10.0%
-12.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | 0.0% | -5.1% | +5.1% | +1.3% |
| 30D | +9.4% | -3.3% | +12.6% | +10.2% |
| 3M | -14.1% | -8.2% | -5.9% | -12.5% |
| 6M | +9.2% | -12.8% | +21.9% | +12.1% |
| YTD | -7.5% | +36.6% | -44.2% | -18.0% |
| 1Y | -2.8% | +11.9% | -14.7% | -5.4% |
| All | -2.8% | +10.0% | -12.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling