-12.4%
IP vs IRM
+168.2%
-180.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | -5.1% | -8.6% | +3.5% | -2.6% |
| 30D | +8.5% | -8.0% | +16.5% | +11.0% |
| 3M | -13.8% | -12.0% | -1.9% | -10.9% |
| 6M | +5.7% | -18.2% | +23.9% | +11.6% |
| YTD | -9.1% | +31.4% | -40.5% | -17.5% |
| 1Y | -0.8% | +9.2% | -10.0% | -5.0% |
| 3Y | +14.8% | +94.6% | -79.8% | -13.6% |
| All | -12.4% | +168.2% | -180.6% | -41.5% |
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 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