+48.4%
IR vs IRM
+189.3%
-140.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.6% |
| 7D | -2.8% | -0.5% | -2.4% | -2.7% |
| 30D | -15.1% | -8.1% | -7.1% | -12.5% |
| 3M | +6.1% | -9.7% | +15.7% | +9.8% |
| 6M | -16.8% | +10.0% | -26.8% | -20.7% |
| YTD | -3.5% | +43.0% | -46.5% | -17.6% |
| 1Y | -3.5% | +32.7% | -36.2% | -15.7% |
| 3Y | +9.5% | +102.7% | -93.2% | -24.9% |
| All | +48.4% | +189.3% | -140.9% | -15.2% |
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