+149.8%
IP vs IRM
+9,056.8%
-8,907.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.1% | +7.1% | -0.3% |
| 7D | -5.0% | -10.9% | +5.9% | -1.4% |
| 30D | +6.5% | -9.4% | +16.0% | +9.9% |
| 3M | -18.0% | -16.4% | -1.7% | -13.4% |
| 6M | +10.3% | -18.7% | +29.0% | +17.6% |
| YTD | -9.9% | +30.1% | -40.0% | -18.7% |
| 1Y | -1.1% | +8.5% | -9.6% | -5.3% |
| 3Y | +13.0% | +88.0% | -75.0% | -12.5% |
| 5Y | -12.3% | +167.6% | -179.8% | -40.9% |
| 10Y | +26.8% | +458.9% | -432.1% | -35.4% |
| All | +149.8% | +9,056.8% | -8,907.1% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling