+29.9%
IRM vs CAPR
+35.6%
-5.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.6% |
| 7D | +1.6% | -9.5% | +11.1% | +1.7% |
| 30D | -4.2% | +121.5% | -125.7% | -4.7% |
| 3M | -5.4% | -65.4% | +60.0% | -5.2% |
| 6M | +12.0% | -67.5% | +79.6% | +12.2% |
| YTD | +42.0% | -68.6% | +110.7% | +42.3% |
| 1Y | +29.9% | +42.7% | -12.8% | +32.0% |
| All | +29.9% | +35.6% | -5.8% | +32.0% |
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 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