+337.2%
IR vs IRM
+445.9%
-108.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.5% |
| 7D | +4.3% | +8.6% | -4.4% | +0.9% |
| 30D | +8.1% | 0.0% | +8.1% | +7.9% |
| 3M | +0.7% | -7.1% | +7.8% | +3.2% |
| 6M | +16.6% | -7.9% | +24.5% | +19.4% |
| YTD | +7.8% | +41.3% | -33.5% | -7.8% |
| 1Y | +9.9% | +20.7% | -10.8% | 0.0% |
| 3Y | +25.2% | +112.2% | -86.9% | -13.1% |
| 5Y | +46.8% | +191.2% | -144.4% | -12.0% |
| All | +337.2% | +445.9% | -108.6% | +92.9% |
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