+193.5%
IRM vs CAPR
+84.7%
+108.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | -8.1% | +139.2% | -147.3% | -9.2% |
| 3M | -9.7% | -66.4% | +56.7% | -9.2% |
| 6M | +10.0% | -63.1% | +73.1% | +10.3% |
| YTD | +43.0% | -67.4% | +110.4% | +43.6% |
| 1Y | +32.7% | +58.2% | -25.6% | +27.0% |
| 3Y | +102.7% | +42.2% | +60.5% | +85.3% |
| All | +193.5% | +84.7% | +108.8% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling