Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • IR vs M✓SelectedUSD · MIR vs M performance historyLatest closeAs of+1.27%09/04
Stock and ETF performance explorer

IR vs M

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+291.3%
M return
+41.7%
Excess return
+249.6%
Maximum drawdown
-50.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMExcessAlpha
1D+1.3%+2.6%-1.3%+0.7%
7D-2.8%+4.7%-7.6%-3.9%
30D-15.1%-9.6%-5.5%-13.1%
3M+6.1%+0.9%+5.2%+5.6%
6M-16.8%+22.3%-39.1%-20.9%
YTD-3.5%+6.5%-10.1%-5.6%
1Y-3.5%+38.8%-42.3%-11.3%
3Y+9.5%+115.9%-106.4%-13.5%
5Y+45.1%+28.6%+16.4%+21.0%
All+291.3%+41.7%+249.6%+161.2%

Cumulative growth

Daily Returns

Daily percentage return beside M.

Daily Out/Under-Performance

Portfolio return minus M return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × M 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 M 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