+434.2%
IRM vs HBM
+619.2%
-185.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -1.4% | -3.3% | +1.9% | -1.0% |
| 30D | -7.4% | -4.8% | -2.6% | -6.9% |
| 3M | -7.4% | -0.4% | -6.9% | -7.9% |
| 6M | +8.7% | +17.9% | -9.2% | +4.8% |
| YTD | +40.9% | +33.7% | +7.2% | +32.8% |
| 1Y | +20.5% | +95.6% | -75.1% | +7.3% |
| 3Y | +101.7% | +458.1% | -356.4% | +52.8% |
| 5Y | +197.7% | +329.0% | -131.3% | +125.2% |
| All | +434.2% | +619.2% | -185.0% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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