+104.4%
IRM vs EXEL
+160.6%
-56.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +1.6% | +1.4% | +0.3% | +1.5% |
| 30D | -4.2% | +6.7% | -10.8% | -4.9% |
| 3M | -5.4% | +11.5% | -16.8% | -6.6% |
| 6M | +12.0% | +38.8% | -26.8% | +7.7% |
| YTD | +42.0% | +31.6% | +10.5% | +37.2% |
| 1Y | +29.9% | +53.0% | -23.1% | +23.0% |
| 3Y | +104.4% | +160.8% | -56.5% | +70.5% |
| All | +104.4% | +160.6% | -56.2% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling