+512.6%
IRM vs EXEL
+354.7%
+157.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -5.3% | -2.8% | -2.4% | -4.9% |
| 30D | -2.3% | +18.2% | -20.5% | -4.2% |
| 3M | -7.4% | +37.7% | -45.2% | -11.0% |
| 6M | -12.2% | +42.2% | -54.4% | -16.0% |
| YTD | +38.6% | +61.3% | -22.7% | +30.3% |
| 1Y | +14.9% | +64.5% | -49.6% | +7.7% |
| 3Y | +108.2% | +236.7% | -128.5% | +75.6% |
| 5Y | +183.8% | +296.3% | -112.5% | +133.0% |
| 10Y | +512.6% | +331.1% | +181.5% | +386.4% |
| All | +512.6% | +354.7% | +157.9% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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