+291.3%
IR vs IRM
+452.5%
-161.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | +6.1% | -9.7% | +15.7% | +9.9% |
| 6M | -16.8% | +10.0% | -26.8% | -20.6% |
| YTD | -3.5% | +43.0% | -46.5% | -17.5% |
| 1Y | -3.5% | +32.7% | -36.2% | -15.6% |
| 3Y | +9.5% | +102.7% | -93.2% | -22.3% |
| 5Y | +45.1% | +187.6% | -142.5% | -12.4% |
| All | +291.3% | +452.5% | -161.2% | +72.4% |
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