+284.9%
IR vs IRM
+448.8%
-163.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | -13.6% | -4.2% | -9.4% | -12.3% |
| 3M | +3.7% | -5.4% | +9.0% | +5.5% |
| 6M | -13.1% | +12.0% | -25.1% | -17.7% |
| YTD | -5.1% | +42.0% | -47.2% | -18.7% |
| 1Y | -6.5% | +29.9% | -36.3% | -17.4% |
| 3Y | +8.5% | +104.4% | -95.8% | -23.3% |
| 5Y | +43.3% | +191.0% | -147.7% | -13.9% |
| All | +284.9% | +448.8% | -163.9% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling