-16.1%
IP vs IRM
+189.3%
-205.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -10.9% | -8.1% | -2.8% | -8.7% |
| 3M | +11.2% | -9.7% | +20.8% | +14.3% |
| 6M | -10.2% | +10.0% | -20.2% | -13.4% |
| YTD | -2.0% | +43.0% | -45.0% | -13.1% |
| 1Y | -19.1% | +32.7% | -51.8% | -26.9% |
| 3Y | +20.9% | +102.7% | -81.9% | -9.9% |
| All | -16.1% | +189.3% | -205.4% | -44.3% |
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