+32.7%
IRM vs COO
+4.1%
+28.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -0.5% | -2.2% | +1.8% | -0.1% |
| 30D | -8.1% | -7.0% | -1.1% | -7.1% |
| 3M | -9.7% | +12.2% | -21.9% | -12.3% |
| 6M | +10.0% | -15.1% | +25.1% | +15.3% |
| YTD | +43.0% | -15.1% | +58.1% | +49.5% |
| 1Y | +32.7% | +2.3% | +30.3% | +34.8% |
| All | +32.7% | +4.1% | +28.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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