+521.8%
IRM vs CAPR
-63.2%
+584.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.7% | +10.6% | +2.0% |
| 7D | +8.6% | +19.1% | -10.5% | +8.3% |
| 30D | 0.0% | +48.8% | -48.9% | -0.6% |
| 3M | -7.1% | +144.4% | -151.5% | -8.6% |
| 6M | -7.9% | -67.5% | +59.6% | -7.5% |
| YTD | +41.3% | -64.5% | +105.8% | +41.5% |
| 1Y | +20.7% | +74.4% | -53.7% | +15.2% |
| 3Y | +112.2% | +265.7% | -153.6% | +96.4% |
| 5Y | +191.2% | +196.0% | -4.7% | +168.2% |
| All | +521.8% | -63.2% | +584.9% | +460.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling