+481.1%
IRM vs CAPR
-64.9%
+546.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.4% | +3.9% |
| 7D | -3.8% | +36.0% | -39.8% | -4.2% |
| 30D | -3.2% | +25.8% | -29.0% | -3.5% |
| 3M | -7.8% | +140.8% | -148.6% | -9.1% |
| 6M | -12.7% | -67.6% | +54.9% | -12.3% |
| YTD | +36.7% | -65.9% | +102.6% | +37.1% |
| 1Y | +10.0% | +66.1% | -56.1% | +5.1% |
| 3Y | +107.2% | +256.9% | -149.7% | +92.0% |
| 5Y | +181.6% | +172.1% | +9.5% | +159.7% |
| 10Y | +481.1% | -64.7% | +545.8% | +418.9% |
| All | +481.1% | -64.9% | +546.1% | +418.9% |
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