+512.6%
IRM vs FIVE
+535.9%
-23.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -5.3% | -0.5% | -4.7% | -5.1% |
| 30D | -2.3% | +17.4% | -19.7% | -5.2% |
| 3M | -7.4% | +7.0% | -14.5% | -8.9% |
| 6M | -12.2% | +20.5% | -32.7% | -16.0% |
| YTD | +38.6% | +33.1% | +5.5% | +29.6% |
| 1Y | +14.9% | +67.1% | -52.2% | +2.7% |
| 3Y | +108.2% | +41.9% | +66.3% | +82.9% |
| 5Y | +183.8% | +21.1% | +162.8% | +149.7% |
| 10Y | +512.6% | +518.8% | -6.2% | +269.3% |
| All | +512.6% | +535.9% | -23.3% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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