+10,042.6%
IRM vs COO
+8,202.8%
+1,839.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -0.5% | -2.2% | +1.8% | 0.0% |
| 30D | -8.1% | -7.0% | -1.1% | -6.6% |
| 3M | -9.7% | +12.2% | -21.9% | -12.4% |
| 6M | +10.0% | -15.1% | +25.1% | +13.6% |
| YTD | +43.0% | -15.1% | +58.1% | +47.6% |
| 1Y | +32.7% | +2.3% | +30.3% | +30.9% |
| 3Y | +102.7% | -23.7% | +126.4% | +110.8% |
| 5Y | +187.6% | -38.9% | +226.5% | +211.4% |
| 10Y | +420.1% | +49.9% | +370.2% | +359.7% |
| All | +10,042.6% | +8,202.8% | +1,839.8% | +3,218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling