+458.4%
IRM vs M
-4.1%
+462.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.8% |
| 7D | -8.6% | -4.3% | -4.3% | -7.9% |
| 30D | -8.0% | +1.3% | -9.2% | -8.2% |
| 3M | -12.0% | -7.4% | -4.6% | -11.0% |
| 6M | -18.2% | +18.3% | -36.5% | -20.9% |
| YTD | +31.4% | +7.6% | +23.8% | +28.4% |
| 1Y | +9.2% | +17.4% | -8.2% | +5.0% |
| 3Y | +94.6% | +108.4% | -13.8% | +61.0% |
| 5Y | +170.2% | -10.6% | +180.8% | +148.6% |
| All | +458.4% | -4.1% | +462.5% | +291.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling