+180.8%
IRM vs CAPR
+172.3%
+8.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | -0.6% |
| 7D | +6.8% | +5.9% | +0.9% | +6.7% |
| 30D | +2.6% | +44.6% | -42.0% | +2.1% |
| 3M | -9.5% | +126.4% | -135.8% | -10.7% |
| 6M | -8.5% | -68.6% | +60.1% | -8.1% |
| YTD | +40.3% | -67.0% | +107.3% | +40.6% |
| 1Y | +28.7% | +65.2% | -36.5% | +23.2% |
| 3Y | +111.8% | +235.6% | -123.7% | +88.2% |
| All | +180.8% | +172.3% | +8.5% | +143.9% |
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 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