+180.8%
IRM vs M
-3.3%
+184.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +6.8% | +7.0% | -0.2% | +5.7% |
| 30D | +2.6% | +8.9% | -6.3% | +1.3% |
| 3M | -9.5% | +4.5% | -14.0% | -10.2% |
| 6M | -8.5% | +36.2% | -44.7% | -12.9% |
| YTD | +40.3% | +15.1% | +25.1% | +36.2% |
| 1Y | +28.7% | +27.4% | +1.2% | +22.9% |
| 3Y | +111.8% | +160.1% | -48.3% | +71.3% |
| All | +180.8% | -3.3% | +184.1% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling