+434.2%
IRM vs EXEL
+375.2%
+59.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.3% |
| 7D | -1.4% | -4.9% | +3.5% | -0.9% |
| 30D | -7.4% | +11.4% | -18.8% | -8.5% |
| 3M | -7.4% | +4.9% | -12.2% | -8.0% |
| 6M | +8.7% | +34.4% | -25.8% | +4.9% |
| YTD | +40.9% | +28.0% | +12.9% | +36.6% |
| 1Y | +20.5% | +43.6% | -23.1% | +15.1% |
| 3Y | +101.7% | +155.2% | -53.5% | +78.3% |
| 5Y | +197.7% | +181.2% | +16.5% | +157.9% |
| All | +434.2% | +375.2% | +59.0% | +352.8% |
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