+11.9%
IRM vs FIVE
+63.0%
-51.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.1% | +7.3% | -12.4% | -6.0% |
| 30D | -3.3% | +18.1% | -21.3% | -5.4% |
| 3M | -8.2% | +7.7% | -15.9% | -9.3% |
| 6M | -12.8% | +13.6% | -26.4% | -15.1% |
| YTD | +36.6% | +34.6% | +2.0% | +23.9% |
| 1Y | +11.9% | +66.2% | -54.3% | -12.8% |
| All | +11.9% | +63.0% | -51.1% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling