-13.6%
IP vs IRM
+187.5%
-201.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.7% |
| 7D | -0.3% | +6.8% | -7.1% | -2.3% |
| 30D | +7.9% | +2.6% | +5.3% | +6.9% |
| 3M | -15.3% | -9.5% | -5.8% | -13.1% |
| 6M | +10.5% | -8.5% | +19.0% | +12.9% |
| YTD | -9.4% | +40.3% | -49.7% | -19.4% |
| 1Y | -4.6% | +28.7% | -33.3% | -13.0% |
| 3Y | +21.2% | +111.8% | -90.6% | -11.2% |
| All | -13.6% | +187.5% | -201.1% | -42.8% |
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