+340.0%
IR vs IRM
+427.8%
-87.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +1.5% | -5.1% | +6.6% | +3.4% |
| 30D | +9.0% | -3.3% | +12.3% | +10.3% |
| 3M | -0.9% | -8.2% | +7.3% | +2.0% |
| 6M | +13.4% | -12.8% | +26.2% | +18.7% |
| YTD | +8.5% | +36.6% | -28.2% | -5.9% |
| 1Y | +11.3% | +11.9% | -0.6% | +4.4% |
| 3Y | +26.0% | +105.1% | -79.1% | -11.4% |
| 5Y | +47.9% | +182.4% | -134.5% | -10.2% |
| All | +340.0% | +427.8% | -87.8% | +96.7% |
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