+449.9%
IRM vs FIVE
+563.4%
-113.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -8.6% | -0.3% | -8.3% | -8.5% |
| 30D | -8.0% | +17.7% | -25.6% | -10.7% |
| 3M | -12.0% | +4.0% | -16.0% | -12.9% |
| 6M | -18.2% | +2.6% | -20.8% | -19.2% |
| YTD | +31.4% | +27.6% | +3.8% | +23.9% |
| 1Y | +9.2% | +59.9% | -50.8% | -1.5% |
| 3Y | +94.6% | +35.8% | +58.8% | +72.6% |
| 5Y | +170.2% | +14.4% | +155.7% | +140.4% |
| All | +449.9% | +563.4% | -113.6% | +238.3% |
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