+3,417.2%
IRM vs EXEL
+273.2%
+3,144.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.5% | +8.4% | -8.8% | -1.2% |
| 30D | -8.1% | +4.1% | -12.2% | -8.5% |
| 3M | -9.7% | +12.4% | -22.1% | -10.8% |
| 6M | +10.0% | +41.5% | -31.6% | +6.1% |
| YTD | +43.0% | +34.6% | +8.4% | +38.5% |
| 1Y | +32.7% | +57.9% | -25.2% | +26.3% |
| 3Y | +102.7% | +159.5% | -56.8% | +82.1% |
| 5Y | +187.6% | +198.5% | -10.9% | +153.2% |
| 10Y | +420.1% | +411.4% | +8.8% | +313.3% |
| All | +3,417.2% | +273.2% | +3,144.0% | +1,909.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling