+18.7%
IRM vs M
+36.6%
-17.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.6% | -5.9% | +0.7% |
| 7D | +2.6% | +8.3% | -5.7% | +1.5% |
| 30D | +5.6% | +14.2% | -8.5% | +3.7% |
| 3M | -4.7% | -1.1% | -3.6% | -4.9% |
| 6M | -6.1% | +36.6% | -42.7% | -10.0% |
| YTD | +46.3% | +19.8% | +26.5% | +40.7% |
| 1Y | +18.7% | +37.2% | -18.5% | +9.9% |
| All | +18.7% | +36.6% | -17.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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