+417.1%
IRM vs M
-6.4%
+423.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | +1.6% | +2.4% | -0.7% | +1.2% |
| 30D | -4.2% | -11.6% | +7.4% | -2.2% |
| 3M | -5.4% | +1.6% | -7.0% | -5.9% |
| 6M | +12.0% | +25.2% | -13.2% | +7.2% |
| YTD | +42.0% | +3.8% | +38.3% | +39.9% |
| 1Y | +29.9% | +36.3% | -6.5% | +21.6% |
| 3Y | +104.4% | +116.3% | -12.0% | +67.8% |
| 5Y | +191.0% | +28.2% | +162.8% | +148.7% |
| 10Y | +417.1% | -3.4% | +420.5% | +252.1% |
| All | +417.1% | -6.4% | +423.5% | +252.1% |
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