+517.3%
IRM vs HBM
+281.1%
+236.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +6.8% | +2.2% | +4.5% | +6.4% |
| 30D | +2.6% | -11.8% | +14.4% | +4.4% |
| 3M | -9.5% | -19.2% | +9.7% | -6.9% |
| 6M | -8.5% | -22.9% | +14.4% | -6.1% |
| YTD | +40.3% | +7.8% | +32.5% | +36.0% |
| 1Y | +28.7% | +34.9% | -6.2% | +20.8% |
| 3Y | +111.8% | +422.2% | -310.4% | +61.7% |
| 5Y | +189.1% | +192.8% | -3.7% | +128.9% |
| All | +517.3% | +281.1% | +236.1% | +298.0% |
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