+9,217.0%
IRM vs COO
+7,340.2%
+1,876.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.4% |
| 7D | -8.6% | +4.7% | -13.3% | -9.6% |
| 30D | -8.0% | +13.9% | -21.9% | -10.7% |
| 3M | -12.0% | -14.9% | +3.0% | -9.2% |
| 6M | -18.2% | +2.0% | -20.2% | -19.4% |
| YTD | +31.4% | -23.9% | +55.3% | +38.3% |
| 1Y | +9.2% | -9.6% | +18.8% | +10.4% |
| 3Y | +94.6% | -25.4% | +120.0% | +102.5% |
| 5Y | +170.2% | -41.2% | +211.3% | +193.9% |
| 10Y | +464.3% | +42.1% | +422.2% | +403.1% |
| All | +9,217.0% | +7,340.2% | +1,876.8% | +3,009.1% |
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