+23.3%
IRM vs EXEL
+54.7%
-31.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.8% |
| 7D | +3.0% | -0.3% | +3.4% | +3.0% |
| 30D | -5.2% | +10.1% | -15.4% | -6.0% |
| 3M | -8.0% | +10.1% | -18.1% | -8.5% |
| 6M | +9.2% | +37.7% | -28.5% | +7.1% |
| YTD | +41.0% | +33.1% | +7.9% | +38.2% |
| 1Y | +23.3% | +52.4% | -29.1% | +22.6% |
| All | +23.3% | +54.7% | -31.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling