+32.7%
IRM vs CAPR
+48.7%
-16.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | -8.1% | +139.2% | -147.3% | -8.6% |
| 3M | -9.7% | -66.4% | +56.7% | -9.5% |
| 6M | +10.0% | -63.1% | +73.1% | +10.2% |
| YTD | +43.0% | -67.4% | +110.4% | +43.3% |
| 1Y | +32.7% | +58.2% | -25.6% | +35.1% |
| All | +32.7% | +48.7% | -16.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling