+505.1%
IRM vs COO
+38.3%
+466.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -5.1% | +4.5% | -9.6% | -6.4% |
| 30D | -3.3% | +16.9% | -20.2% | -8.2% |
| 3M | -8.2% | -16.7% | +8.5% | -3.2% |
| 6M | -12.8% | +5.9% | -18.7% | -15.9% |
| YTD | +36.6% | -22.4% | +59.1% | +46.7% |
| 1Y | +11.9% | -10.1% | +22.0% | +13.9% |
| 3Y | +105.1% | -22.8% | +127.9% | +113.6% |
| 5Y | +182.4% | -41.4% | +223.8% | +217.1% |
| 10Y | +505.1% | +41.3% | +463.9% | +420.5% |
| All | +505.1% | +38.3% | +466.8% | +420.5% |
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