+830.5%
IRM vs FIVE
+848.8%
-18.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +8.6% | +2.4% | +6.2% | +8.1% |
| 30D | 0.0% | +15.8% | -15.9% | -2.5% |
| 3M | -7.1% | +3.8% | -10.9% | -8.0% |
| 6M | -7.9% | +18.5% | -26.4% | -11.2% |
| YTD | +41.3% | +31.2% | +10.1% | +33.3% |
| 1Y | +20.7% | +61.8% | -41.1% | +9.8% |
| 3Y | +112.2% | +39.9% | +72.3% | +88.8% |
| 5Y | +191.2% | +18.3% | +172.9% | +159.9% |
| 10Y | +524.3% | +510.0% | +14.3% | +308.0% |
| All | +830.5% | +848.8% | -18.3% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling