+517.3%
IRM vs COO
+41.1%
+476.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | +6.8% | +0.5% | +6.3% | +6.6% |
| 30D | +2.6% | +14.2% | -11.6% | -1.9% |
| 3M | -9.5% | -18.2% | +8.7% | -4.0% |
| 6M | -8.5% | +5.3% | -13.8% | -11.6% |
| YTD | +40.3% | -23.6% | +63.8% | +51.4% |
| 1Y | +28.7% | -12.7% | +41.4% | +32.3% |
| 3Y | +111.8% | -24.2% | +136.0% | +121.9% |
| 5Y | +189.1% | -40.0% | +229.1% | +222.3% |
| All | +517.3% | +41.1% | +476.2% | +407.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling